Pages that link to "Item:Q4221688"
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The following pages link to One‐sided testing for conditional heteroskedasticity in time series models (Q4221688):
Displayed 6 items.
- On robust testing for conditional heteroscedasticity in time series models (Q956923) (← links)
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418) (← links)
- Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
- Evaluating financial time series models for irregularly spaced data: a spectral density approach (Q2384591) (← links)
- Estimation and testing for the parameters of ARCH(<i>q</i>) under ordered restriction (Q4677026) (← links)
- Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076) (← links)