A radial basis function artificial neural network test for ARCH (Q1583167): Difference between revisions

@@ Property / author @@
-Andrew P. Blake
@@ Property / author: Andrew P. Blake / rank @@
-Normal rank
@@ Property / author @@
-George Kapetanios
@@ Property / author: George Kapetanios / rank @@
-Normal rank
@@ Property / author @@
+Andrew P. Blake
@@ Property / author: Andrew P. Blake / rank @@
+Normal rank
@@ Property / author @@
+George Kapetanios
@@ Property / author: George Kapetanios / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / cites work @@
+ARCH modeling in finance. A review of the theory and empirical evidence
+Normal rank
@@ Property / cites work @@
+Edgeworth correction by bootstrap in autoregressions
+Normal rank
@@ Property / cites work @@
+Bootstrap in moving average models
@@ Property / cites work: Bootstrap in moving average models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230831
@@ Property / cites work: Q4230831 / rank @@
+Normal rank
@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
+Normal rank
@@ Property / cites work @@
+A comparison of the power of some tests for conditional heteroscedasticity
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0165-1765(00)00267-6
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@@ Property / OpenAlex ID @@
+W2149998159
@@ Property / OpenAlex ID: W2149998159 / rank @@
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+Q126421264
@@ Property / Wikidata QID: Q126421264 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1583167