Testing for serial correlation in the presence of dynamic heteroscedasticity (Q4384999)
From MaRDI portal
scientific article; zbMATH DE number 1139836
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for serial correlation in the presence of dynamic heteroscedasticity |
scientific article; zbMATH DE number 1139836 |
Statements
Testing for serial correlation in the presence of dynamic heteroscedasticity (English)
0 references
31 July 2001
0 references
serial correlations tests
0 references
ARCH-correlated tests
0 references
ARMA-ARCH model
0 references
tables
0 references
0 references
0 references
