A test of conditional heteroscedasticity in time series
From MaRDI portal
Publication:1283077
DOI10.1007/BF02872047zbMath0953.62092MaRDI QIDQ1283077
Publication date: 29 August 2000
Published in: Science in China. Series A (Search for Journal in Brave)
62G10: Nonparametric hypothesis testing
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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