Pages that link to "Item:Q4676858"

The following pages link to Analysis of economic time series: effects of extremal observations on testing heteroscedastic components (Q4676858):

Displaying 3 items.

• A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418) (← links)
• Appraisal of excess Kurtosis through outlier-modified GARCH-type models (Q6171876) (← links)
• Robust asset allocation with conditional value at risk using the forward search (Q6576844) (← links)