Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548): Difference between revisions

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Latest revision as of 23:28, 6 July 2024

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Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap
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    Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (English)
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    29 October 2013
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    bootstrap
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    GARCH
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    hypothesis testing
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    non-Gaussian distribution
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    nonparametric
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    permutation
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