A nonparametric goodness-of-fit-based test for conditional heteroskedasticity (Q4917235)
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scientific article; zbMATH DE number 6159194
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| English | A nonparametric goodness-of-fit-based test for conditional heteroskedasticity |
scientific article; zbMATH DE number 6159194 |
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A NONPARAMETRIC GOODNESS-OF-FIT-BASED TEST FOR CONDITIONAL HETEROSKEDASTICITY (English)
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29 April 2013
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0.8383722305297852
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0.8295336365699768
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0.8295335173606873
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0.8222207427024841
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0.8158833384513855
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