HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH (Q2937711)
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scientific article; zbMATH DE number 6385581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH |
scientific article; zbMATH DE number 6385581 |
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HYPOTHESIS TESTING FOR ARCH MODELS: A MULTIPLE QUANTILE REGRESSIONS APPROACH (English)
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12 January 2015
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ARCH model
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conditional heteroscedasticity
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hypothesis testing
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quantile regression
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