Add to ORKGInternational audienceThis paper compares the power in small samples of different tests for conditional heteroscedasticity. Two new tests, based on neural networks, are proposed: the main interest in them arises from the fact that they do not require the exact specification of the conditional variance under the alternative
International audienceIn this paper, we suggest two heteroscedasticity tests that require little kno...
International audienceIn this paper, we suggest two heteroscedasticity tests that require little kno...
International audienceThis paper deals with bootstrapping tests, based on the LM statistic and on a ...
International audienceThis paper compares the power in small samples of different tests for conditio...
International audienceThis paper compares the power in small samples of different tests for conditio...
International audienceThis paper compares the power in small samples of different tests for conditio...
International audienceThe robustness against strongly non-linear forms for the conditional variance ...
International audienceThe robustness against strongly non-linear forms for the conditional variance ...
International audienceThe robustness against strongly non-linear forms for the conditional variance ...
International audienceThis paper deals with tests for detecting conditional heteroskedasticity in AR...
International audienceThis paper deals with tests for detecting conditional heteroskedasticity in AR...
International audienceThis paper deals with tests for detecting conditional heteroskedasticity in AR...
This paper deals with bootstrapping tests for detecting conditional heteroskedas-ticity in the conte...
International audienceIn this paper, we suggest two heteroscedasticity tests that require little kno...
International audienceIn this paper, we suggest two heteroscedasticity tests that require little kno...
International audienceIn this paper, we suggest two heteroscedasticity tests that require little kno...
International audienceIn this paper, we suggest two heteroscedasticity tests that require little kno...
International audienceThis paper deals with bootstrapping tests, based on the LM statistic and on a ...
International audienceThis paper compares the power in small samples of different tests for conditio...
International audienceThis paper compares the power in small samples of different tests for conditio...
International audienceThis paper compares the power in small samples of different tests for conditio...
International audienceThe robustness against strongly non-linear forms for the conditional variance ...
International audienceThe robustness against strongly non-linear forms for the conditional variance ...
International audienceThe robustness against strongly non-linear forms for the conditional variance ...
International audienceThis paper deals with tests for detecting conditional heteroskedasticity in AR...
International audienceThis paper deals with tests for detecting conditional heteroskedasticity in AR...
International audienceThis paper deals with tests for detecting conditional heteroskedasticity in AR...
This paper deals with bootstrapping tests for detecting conditional heteroskedas-ticity in the conte...
International audienceIn this paper, we suggest two heteroscedasticity tests that require little kno...
International audienceIn this paper, we suggest two heteroscedasticity tests that require little kno...
International audienceIn this paper, we suggest two heteroscedasticity tests that require little kno...
International audienceIn this paper, we suggest two heteroscedasticity tests that require little kno...
International audienceThis paper deals with bootstrapping tests, based on the LM statistic and on a ...