A new approach for testing the randomness of heteroskedastic time series data
type: Item
instance of: scholarly article
title: A new approach for testing the randomness of heteroskedastic time series data
zbMATH Open document ID: 1153.91793
DOI: 10.1007/BF02425196
author: Kazuo Kishimoto
published in: Financial Engineering and the Japanese Markets
publication date: 2009-02-06T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 5503434
MaRDI profile type: Publication
cites work: Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
cites work: Q5445942
description: scientific article; zbMATH DE number 5503434