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Tests for conditional heteroscedasticity of functional data - MaRDI portal

Tests for conditional heteroscedasticity of functional data (Q5135320)

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scientific article; zbMATH DE number 7276156
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English
Tests for conditional heteroscedasticity of functional data
scientific article; zbMATH DE number 7276156

    Statements

    title
    Tests for conditional heteroscedasticity of functional data (English)
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    author
    Gregory Rice
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    Tony S. Wirjanto
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    Yuqian Zhao
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    publication date
    20 November 2020
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    zbMATH Keywords
    functional time series
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    heteroscedasticity testing
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    model diagnostic checking
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    high-frequency volatility models
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    intra-day asset price
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    cites work
    Q4219109
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    Q4485695
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    Q4000342
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    Identifiers

    DOI
    10.1111/jtsa.12532
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    Mathematics Subject Classification ID
    62R10
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    62G10
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    62M10
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    62P20
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    91B84
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    zbMATH DE Number
    7276156
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    OpenAlex ID
    W3024323843
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