Testing for linear autoregressive dynamics under heteroskedasticity (Q2707870): Difference between revisions
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Latest revision as of 08:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for linear autoregressive dynamics under heteroskedasticity |
scientific article |
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Testing for linear autoregressive dynamics under heteroskedasticity (English)
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4 April 2001
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autoregression
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heteroskedasticity
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bootstrap
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GARCH
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stochastic volatility
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