Adaptive testing in arch models (Q4493477)
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scientific article; zbMATH DE number 1484814
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive testing in arch models |
scientific article; zbMATH DE number 1484814 |
Statements
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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