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Robustness of binary choice models to conditional heteroscedasticity
Ginker, Tim; Lieberman, Offer - In: Economics letters 150 (2017), pp. 130-134
Persistent link: https://www.econbiz.de/10011764909
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Analysis of sectors on Nigeria stock market : evidence from correlation, serial correlation, and heteroscedasticity
Emenike, Kalu O. - In: Journal of contemporary economic and business issues 4 (2017) 2, pp. 21-36
, the paper analyzes the returns correlation, serial correlation and heteroscedasticity on the NSE All-share Index, Banking … conditional heteroscedasticity Lagrange multiplier (ARCHLM) techniques in conducting the empirical analysis. Descriptive …, estimates from the ARCHLM model provide evidence of heteroscedasticity in most of the sectors’ returns. Overall results from the …
Persistent link: https://www.econbiz.de/10011862130
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On the treatment of heteroscedasticity in crop yield data
Ker, Alan P.; Tolhurst, Tor N. - In: American journal of agricultural economics 101 (2019) 4, pp. 1247-1261
Persistent link: https://www.econbiz.de/10012115344
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Endogenous volatility in the foreign exchange market
Bargigli, Leonardo; Cifarelli, Giulio - 2024
Persistent link: https://www.econbiz.de/10015338752
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A model for long memory conditional heteroscedasticity
Giraitis, Liudas; Robinson, Peter M.; Surgailis, Donatas - 2000
Persistent link: https://www.econbiz.de/10001490719
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Moving average conditional heteroscedastic processes
Yang, Minxian; Bewley, Ronald A. - 1992
Persistent link: https://www.econbiz.de/10000840782
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On asymptotically efficient estimation of conditional heteroskedasticity models
Wirjanto, Tony S. - 1992 - Rev. version
Persistent link: https://www.econbiz.de/10000898935
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Random coefficient formulation of conditional heteroskedasticity and augmented Arch models
Bera, Anil K.; Higgins, Matthew Lawrence; Lee, Sangkyu - 1995
Persistent link: https://www.econbiz.de/10000911331
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Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D.; Susmel, Raul - 1993
Persistent link: https://www.econbiz.de/10000877974
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Estimation of a game-theoretic model of learning : an autoregressive conditional heteroskedasticity approach
Broseta, Bruno - 1993
Persistent link: https://www.econbiz.de/10000878865