ARCH LM test on the standardised residuals and Ljung-Box test on the standardised squared residuals for k = 1.
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https://figshare.com/articles/dataset/ARCH_LM_test_on_the_standardised_residuals_and_Ljung-Box_test_on_the_standardised_squared_residuals_for_i_k_i_1_/6653654
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The null hypothesis of no ARCH effect or serial correlation is rejected at 5% significant level for Bank 4.
创建时间：
2018-06-22
