Pages that link to "Item:Q276926"

The following pages link to Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926):

Displayed 6 items.

• Joint and marginal specification tests for conditional mean and variance models (Q291103) ‎ (← links)
• Missing mean does no harm to volatility! (Q529817) ‎ (← links)
• A neural network method for nonlinear time series analysis (Q1726175) ‎ (← links)
• Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) ‎ (← links)
• TESTS OF THE MARTINGALE DIFFERENCE HYPOTHESIS USING BOOSTING AND RBF NEURAL NETWORK APPROXIMATIONS (Q4933583) ‎ (← links)
• Modelling nonlinearities in equity returns: the mean impact curve analysis (Q5404070) ‎ (← links)