Analysis of economic time series: effects of extremal observations on testing heteroscedastic components
From MaRDI portal
Publication:4676858
DOI10.1002/asmb.508zbMath1060.62133OpenAlexW2115793682MaRDI QIDQ4676858
Luigi Grossi, Fabrizio Laurini
Publication date: 20 May 2005
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.508
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (2)
Appraisal of excess Kurtosis through outlier-modified GARCH-type models ⋮ A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity
This page was built for publication: Analysis of economic time series: effects of extremal observations on testing heteroscedastic components
