We show that signed power transforms of some ARCH-type processes give ARCH-type processes. The class of ARCH-type models for which this property holds contains many common ARCH and GARCH models. The results can be useful in testing for white noise when fourth moments don't exist and detecting white noise that is not ARCH-type.

翻译：我们显示,一些ARCH型工艺的签名电变能为ARCH型工艺提供了程序。该属性所持有的ARCH型模型类别包含许多常见的ARCH和GARCH模型。 其结果可用于在第四刻不存在时测试白色噪音和检测非ARCH型的白色噪音。