Artificial regression testing in the GARCH‐in‐mean model (Q3367406): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: Publication / rank | |||
Normal rank |
Revision as of 10:56, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Artificial regression testing in the GARCH‐in‐mean model |
scientific article |
Statements
Artificial regression testing in the GARCH‐in‐mean model (English)
0 references
24 January 2006
0 references
Lagrange multiplier tests
0 references