Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models
| Year of publication: |
2007
|
|---|---|
| Authors: | Siani, Carole ; de Peretti, Christian |
| Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 51.2007, 5, p. 2442-2460
|
| Publisher: |
Elsevier |