Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875): Difference between revisions

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+A TEST FOR CONDITIONAL HETEROSKEDASTICITY IN TIME SERIES MODELS
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+A test for the presence of conditional heteroskedasticity within arch-m framework
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+Q4802629
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+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
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+Q3753259
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+Neural Tests for Conditional Heteroskedasticity in ARCH-M Models
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+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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+Common risk factors in the returns on stocks and bonds
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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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