A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity |
scientific article |
Statements
A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (English)
0 references
30 March 2010
0 references
