Pages that link to "Item:Q1808547"

The following pages link to Testing for ARCH in the presence of a possibly misspecified conditional mean (Q1808547):

Displaying 12 items.

• Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926) (← links)
• Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
• Missing mean does no harm to volatility! (Q529817) (← links)
• The Laplace likelihood ratio test for heteroscedasticity (Q554788) (← links)
• Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
• Sovereign risk contagion in the Eurozone (Q1925847) (← links)
• Moments of Markov switching models (Q1973430) (← links)
• Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
• TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS (Q3168873) (← links)
• Misspecification and estimation effect in the Lagrange multiplier tests for heteroskedasticity (Q3497819) (← links)
• Specification error caused by level shifts and temporary changes in ARMA–GARCH models (Q3543756) (← links)