The effect of conditional heteroskedasticity on common statistical procedures for means and variances (Q1773038)
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scientific article; zbMATH DE number 2160854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The effect of conditional heteroskedasticity on common statistical procedures for means and variances |
scientific article; zbMATH DE number 2160854 |
Statements
The effect of conditional heteroskedasticity on common statistical procedures for means and variances (English)
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22 April 2005
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GARCH(1,1)
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t-test
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F-test
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level of tests
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coverage probability
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