Author:
Siani Carole,de Peretti Christian
Subject
Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability
Reference29 articles.
1. A test for conditional heteroskedasticity in time series models;Bera;J. Time Series Anal.,1992
2. A test for the presence of conditional heteroskedasticity within ARCH-M framework;Bera;Econom. Rev.,1995
3. On the correlation structure for the GARCH process;Bollerslev;J. Time Series Anal.,1988
4. A capital asset pricing model with time-varying covariances;Bollerslev;J. Political Economy,1988
5. Un test d’hétéroscédasticité conditionnelle inspiré de la modélisation en termes de réseaux reuronaux artificiels;Caulet;Ann. d’Economie et de Statist.,2000
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Robust statistic for the one-way MANOVA;Computational Statistics & Data Analysis;2010-01
2. Multivariate out-of-sample tests for Granger causality;Computational Statistics & Data Analysis;2007-04