Adaptive testing in arch models (Q4493477)
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scientific article; zbMATH DE number 1484814
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Adaptive testing in arch models |
scientific article; zbMATH DE number 1484814 |
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Adaptive testing in arch models (English)
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20 November 2000
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adaptive testing
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ARCH
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semiparametric
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conditional heteroskedasticity
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0.8278909921646118
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0.8098199367523193
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0.809415340423584
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0.809415340423584
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0.8080500364303589
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