Small sample properties of asymptotically equivalent tests for autoregressive conditional heteroskedasticity
Year of publication: |
1989
|
---|---|
Authors: | Diebold, Francis X. |
Other Persons: | Pauly, Peter H. (contributor) |
Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 30.1989, 2, p. 105-131
|
Subject: | Stichprobenerhebung | Sampling | Theorie | Theory |
-
Stochastic billiards for sampling from the boundary of a convex set
Dieker, A. B., (2015)
-
Good choice, bad judgment : how choice under uncertainty generates overoptimism
Tong, Jordan, (2017)
-
Two universal, probabilistic measures of competitive imbalance
McGee, M. Kevin, (2016)
- More ...
-
Endogenous risk in a portfolio-balance rational-expectations model of the deutschemark-dollar rate
Diebold, Francis X., (1988)
-
Has the EMS reduced member-country exchange rate volatility?
Diebold, Francis X., (1988)
-
The use of prior information in forecast combination
Diebold, Francis X., (1990)
- More ...