A new approach for testing the randomness of heteroskedastic time series data

DOI10.1007/BF02425196zbMath1153.91793MaRDI QIDQ1000384

Kazuo Kishimoto

Publication date: 6 February 2009

Published in: Financial Engineering and the Japanese Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Cites Work

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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