Missing mean does no harm to volatility! (Q529817): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6728412
@@ Property / zbMATH DE Number: 6728412 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+misspecification
@@ Property / zbMATH Keywords: misspecification / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ARCH
@@ Property / zbMATH Keywords: ARCH / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+financial returns
@@ Property / zbMATH Keywords: financial returns / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2015.06.011
+Normal rank
@@ Property / OpenAlex ID @@
+W1917146573
@@ Property / OpenAlex ID: W1917146573 / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
+Normal rank
@@ Property / cites work @@
+Temporal Aggregation of Garch Processes
@@ Property / cites work: Temporal Aggregation of Garch Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+ESTIMATING WEAK GARCH REPRESENTATIONS
@@ Property / cites work: ESTIMATING WEAK GARCH REPRESENTATIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for ARCH in the presence of a possibly misspecified conditional mean
+Normal rank
@@ Property / cites work @@
+Q4779802
@@ Property / cites work: Q4779802 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:529817