Tests for conditional heteroscedasticity of functional data (Q5135320)
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scientific article; zbMATH DE number 7276156
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for conditional heteroscedasticity of functional data |
scientific article; zbMATH DE number 7276156 |
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Tests for conditional heteroscedasticity of functional data (English)
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20 November 2020
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functional time series
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heteroscedasticity testing
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model diagnostic checking
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high-frequency volatility models
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intra-day asset price
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