Neural Tests for Conditional Heteroskedasticity in ARCH-M Models
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DOI: 10.2202/1558-3708.1239
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- Siani, Carole & de Peretti, Christian, 2007. "Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models," Computational Statistics & Data Analysis, Elsevier, vol. 51(5), pages 2442-2460, February.
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