Nonstationary nonlinear heteroskedasticity in regression (Q278499)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6576083
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Nonstationary nonlinear heteroskedasticity in regression |
scientific article; zbMATH DE number 6576083 |
Statements
Nonstationary nonlinear heteroskedasticity in regression (English)
0 references
2 May 2016
0 references
volatility
0 references
nonstationary nonlinear heteroskedasticity
0 references
regression with heteroskedastic errors
0 references
spurious regression
0 references
0 references
0 references
0.8640877604484558
0 references
0.8637744188308716
0 references
0.8279262185096741
0 references
0.8267937302589417
0 references
0.7997684478759766
0 references
