A nonlinear moving average test as a robust test for ARCH
Jussi Tolvi
| Year of publication: |
1999
|
|---|---|
| Authors: | Tolvi, Jussi |
| Publisher: |
Turku |
| Subject: | ARCH-Modell | ARCH model | Multiplikator | Multiplier | Robustes Verfahren | Robust statistics | Stochastischer Prozess | Stochastic process | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
| Extent: | 19 S graph. Darst |
|---|---|
| Series: | Research reports / University of Turku, Department of Economics. - Turku, ISSN 0786-6526, ZDB-ID 2364409-6. - Vol. 81 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://aws.tt.utu.fi/tolvi3.pdf |
| ISBN: | 951-29-1450-6 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001434266