• Title of article

    Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models

  • Author/Authors

    Carole Siani، نويسنده , , Christian de Peretti، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    19
  • From page
    2442
  • To page
    2460
  • Keywords
    neural network , ARCH , Bootstrap , ARCH-M , tests
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2007
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    145244

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=145244