Pages that link to "Item:Q276926"
From MaRDI portal
The following pages link to Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926):
Displaying 5 items.
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Missing mean does no harm to volatility! (Q529817) (← links)
- A neural network method for nonlinear time series analysis (Q1726175) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) (← links)
