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

@@ Property / author @@
+Andrew P. Blake
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+George Kapetanios
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+ARCH modeling in finance. A review of the theory and empirical evidence
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+Edgeworth correction by bootstrap in autoregressions
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+Bootstrap in moving average models
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+Q4230831
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
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+A comparison of the power of some tests for conditional heteroscedasticity
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+https://doi.org/10.1016/s0165-1765(00)00267-6
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+W2149998159
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+Q126421264
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