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"Analysing the performance of bootstrap neural tests for conditional ..."

Carole Siani, Christian de Peretti (2007)

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DOI: 10.1016/J.CSDA.2006.08.025

access: closed

type: Journal Article

metadata version: 2023-09-30

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Carole Siani, Christian de Peretti:
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models. Comput. Stat. Data Anal. 51(5): 2442-2460 (2007)

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