Testing for GARCH effects: A one-sided approach (Q1298438)

From MaRDI portal
Revision as of 00:38, 1 August 2024 by Daniel (talk | contribs) (‎Created claim: Wikidata QID (P12): Q128090036, #quickstatements; #temporary_batch_1722468928777)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Testing for GARCH effects: A one-sided approach
scientific article

    Statements

    title
    Testing for GARCH effects: A one-sided approach (English)
    0 references
    author
    Antonis Demos
    0 references
    Enrique Sentana
    0 references
    publication date
    19 June 2001
    0 references
    zbMATH Keywords
    inequality constraints
    0 references
    likelihood ratio
    0 references
    Lagrange multiplier
    0 references
    Wald tests
    0 references
    cites work
    Q5611510
    0 references
    Q3753259
    0 references
    Q3703164
    0 references
    Q3999329
    0 references
    Quadratic ARCH Models
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62M10
    0 references
    62M07
    0 references
    62P20
    0 references
    65C05
    0 references
    zbMATH DE Number
    1326121
    0 references
    Wikidata QID
    Q128090036
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1298438&oldid=37511847"
    Powered by MediaWiki