The use of aggregate time series for testing conditional heteroscedasticity (Q5058308)
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scientific article; zbMATH DE number 7634803
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The use of aggregate time series for testing conditional heteroscedasticity |
scientific article; zbMATH DE number 7634803 |
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The use of aggregate time series for testing conditional heteroscedasticity (English)
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20 December 2022
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conditional heteroscedasticity
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Lagrange multiplier test
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portmanteau test
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power loss
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temporal aggregation
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0.93304336
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0.91601294
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0.91473675
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0.91079354
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0.9095037
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0.8975125
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