The effects of outliers on two nonlinearity tests (Q4784252)
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scientific article; zbMATH DE number 1843613
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The effects of outliers on two nonlinearity tests |
scientific article; zbMATH DE number 1843613 |
Statements
The effects of outliers on two nonlinearity tests (English)
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26 March 2003
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ARCH
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GARCH
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bilinearity
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tables
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Lagrange multiplier tests
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0.8241870403289795
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0.8119766116142273
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