Artificial regression testing in the GARCH‐in‐mean model (Q3367406)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Artificial regression testing in the GARCH‐in‐mean model |
scientific article |
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Artificial regression testing in the GARCH‐in‐mean model (English)
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24 January 2006
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Lagrange multiplier tests
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0.8659116
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0.86054415
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0.86034024
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0.8577802
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0.85593474
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0.85474974
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0.8525095
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