Testing for linear autoregressive dynamics under heteroskedasticity (Q2707870)

From MaRDI portal
Revision as of 08:07, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Testing for linear autoregressive dynamics under heteroskedasticity
scientific article

    Statements

    Testing for linear autoregressive dynamics under heteroskedasticity (English)
    0 references
    0 references
    0 references
    4 April 2001
    0 references
    autoregression
    0 references
    heteroskedasticity
    0 references
    bootstrap
    0 references
    GARCH
    0 references
    stochastic volatility
    0 references

    Identifiers