Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (Q1019875)
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scientific article; zbMATH DE number 5559418
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models |
scientific article; zbMATH DE number 5559418 |
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Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models (English)
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29 May 2009
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neural networks
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bootstrap
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ARCH
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ARCH-M
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tests
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0.95452404
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0.8908837
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0.8642127
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0.8566127
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