Neural tests for conditional heteroskedasticity in ARCH-M models

Studies in Nonlinear Dynamics and Econometrics

Volumn 8, Issue 3, 2004, Pages

  De Peretti, Christian ^a   Siani, Carole ^a  

^a Centre National de la Recherche Scientifique   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 14944363715     PISSN: 15583708     EISSN: 10811826     Source Type: Journal    
DOI: 10.2202/1558-3708.1239     Document Type: Article

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