Neural Tests for Conditional Heteroskedasticity in ARCH-M Models (Q3368353)
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scientific article; zbMATH DE number 5002404
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| English | Neural Tests for Conditional Heteroskedasticity in ARCH-M Models |
scientific article; zbMATH DE number 5002404 |
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Neural Tests for Conditional Heteroskedasticity in ARCH-M Models (English)
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27 January 2006
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Neural network
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bootstrap
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ARCH
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ARCH-M
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tests
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0.9063947796821594
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0.858616292476654
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0.8459430932998657
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0.8401399254798889
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0.7963087558746338
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