ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054): Difference between revisions

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-Naâmane Laïb
@@ Property / author: Naâmane Laïb / rank @@
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@@ Property / author: Naâmane Laïb / rank @@
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+A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS
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+On the asymptotic standard errors of residual autocorrelations in nonlinear time series modelling
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+ON THE SQUARED RESIDUAL AUTOCORRELATIONS IN NON-LINEAR TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY
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+Nonparametric model checks for time series
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+A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
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+Publication:4449054