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ARCH tests and quantile regressions - MaRDI portal

ARCH tests and quantile regressions (Q4826350)

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scientific article; zbMATH DE number 2114750
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English
ARCH tests and quantile regressions
scientific article; zbMATH DE number 2114750

    Statements

    title
    ARCH tests and quantile regressions (English)
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    publication date
    11 November 2004
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    zbMATH Keywords
    non-normality
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    quantile regression
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    conditional heteroskedasticity
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    ARCH models
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    author
    Marilena Furno
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    Identifiers

    Mathematics Subject Classification ID
    62G10
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    62M10
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    62G08
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    zbMATH DE Number
    2114750
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    OpenAlex ID
    W2114176237
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