Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548): Difference between revisions
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Revision as of 08:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap |
scientific article |
Statements
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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