Testing for nonlinearity in conditional covariances
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Publication:1695687
DOI10.1515/jtse-2016-0010zbMath1499.62321OpenAlexW2609000430MaRDI QIDQ1695687
Publication date: 7 February 2018
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jtse-2016-0010
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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