A radial basis function artificial neural network test for ARCH

Economics Letters

Volumn 69, Issue 1, 2000, Pages 15-23

  Blake, Andrew P ^a   Kapetanios, George ^a  

^a National Institute of Economic and Social Research   (United Kingdom)

Author keywords

Artificial neural networks; Bootstrap; C12; C22; C45; Conditional heteroscedasticity; Hypothesis testing

Indexed keywords

EID: 0034416105     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(00)00267-6     Document Type: Article

References (14)

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