A conditionally heteroskedastic binary choice model for macro-financial time series (Q5222456)
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scientific article; zbMATH DE number 7184716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A conditionally heteroskedastic binary choice model for macro-financial time series |
scientific article; zbMATH DE number 7184716 |
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A conditionally heteroskedastic binary choice model for macro-financial time series (English)
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1 April 2020
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binary choice models
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heteroskedasticity
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heteroskedastic-probit
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probit-GARCH
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ARCH LM test
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