Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models
scientific article

    Statements

    Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (English)
    0 references
    0 references
    0 references
    29 May 2009
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    neural networks
    0 references
    bootstrap
    0 references
    ARCH
    0 references
    ARCH-M
    0 references
    tests
    0 references
    0 references