A score statistic for testing the presence of a stochastic trend in conditional variances (Q2127331): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q205392 |
Set OpenAlex properties. |
||
| (3 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Oliver B. Linton / rank | |||
Normal rank | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: RiskMetrics / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2022.110394 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W4213061072 / rank | |||
Normal rank | |||
Latest revision as of 00:28, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A score statistic for testing the presence of a stochastic trend in conditional variances |
scientific article |
Statements
A score statistic for testing the presence of a stochastic trend in conditional variances (English)
0 references
20 April 2022
0 references
GARCH
0 references
unit root
0 references
score statistic
0 references
stochastic trend
0 references
