Testing heteroscedasticity in nonlinear and nonparametric regressions (Q5192952)
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scientific article; zbMATH DE number 5593290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing heteroscedasticity in nonlinear and nonparametric regressions |
scientific article; zbMATH DE number 5593290 |
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Testing heteroscedasticity in nonlinear and nonparametric regressions (English)
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10 August 2009
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homoscedasticity
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wild bootstrap
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Monte Carlo simulation
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interest rate volatility
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