ARCH tests and quantile regressions (Q4826350)
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scientific article; zbMATH DE number 2114750
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARCH tests and quantile regressions |
scientific article; zbMATH DE number 2114750 |
Statements
ARCH tests and quantile regressions (English)
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11 November 2004
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non-normality
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quantile regression
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conditional heteroskedasticity
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ARCH models
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