The following pages link to (Q5312871):
Displaying 8 items.
- A test of financial time-series data to discriminate among lognormal, Gaussian and square-root random walks (Q333367) (← links)
- Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (Q953736) (← links)
- Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations (Q962278) (← links)
- Conditionally heteroscedastic unobserved component models and their reduced form (Q974179) (← links)
- A new conditionally heteroscedastic model for asset returns time series (Q2918309) (← links)
- Improved multivariate portmanteau test (Q2930880) (← links)
- A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models (Q5861525) (← links)
- New mixed portmanteau tests for time series models (Q6494418) (← links)
