Pages that link to "Item:Q276926"
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The following pages link to Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean (Q276926):
Displaying 14 items.
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Missing mean does no harm to volatility! (Q529817) (← links)
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity (Q961418) (← links)
- Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875) (← links)
- On the robustness of nonlinearity tests to moment condition failure (Q1362039) (← links)
- Testing for nonlinearity in conditional covariances (Q1695687) (← links)
- A neural network method for nonlinear time series analysis (Q1726175) (← links)
- Testing for ARCH in the presence of a possibly misspecified conditional mean (Q1808547) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- Falsifying ARCH/GARCH Models Using Bispectral Based Tests (Q3622068) (← links)
- Robustness of the arch tests in the presence of serial correlation (Q4369369) (← links)
- Specification testing in nonparametric AR‐ARCH models (Q4629272) (← 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)
