Neural Tests for Conditional Heteroskedasticity in ARCH-M Models (Q3368353)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Neural Tests for Conditional Heteroskedasticity in ARCH-M Models |
scientific article |
Statements
Neural Tests for Conditional Heteroskedasticity in ARCH-M Models (English)
0 references
27 January 2006
0 references
Neural network
0 references
bootstrap
0 references
ARCH
0 references
ARCH-M
0 references
tests
0 references
