ugarchfit() ARCH LM tests contradict ArchTest()?

Sat, Feb 11, 2012 12:50 PM

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Brian Askins ugarchfit() ARCH LM tests contradict ArchTest()? Feb 11 Brian G. Peterson ugarchfit() ARCH LM tests contradict ArchTest()? Feb 11 Alexios Ghalanos ugarchfit() ARCH LM tests contradict ArchTest()? Feb 11 Brian Askins ugarchfit() ARCH LM tests contradict ArchTest()? Feb 11 Alexios Ghalanos ugarchfit() ARCH LM tests contradict ArchTest()? Feb 11 LINJUAN ugarchfit() ARCH LM tests contradict ArchTest()? Feb 11