Robust modelling of DTARCH models
From MaRDI portal
Publication:5703223
DOI10.1111/j.1368-423X.2005.00157.xzbMath1095.91048MaRDI QIDQ5703223
Publication date: 8 November 2005
Published in: The Econometrics Journal (Search for Journal in Brave)
conditional heteroskedasticity; median regression; model diagnostic checking; Double-threshold; robust portmanteau statistic
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