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~person:"Blake, Andrew P."
~person:"Ersin, Ozgur Omer"
~person:"Wuthrich, Mario V."
~subject:"ARCH model"
~subject:"Nichtlineares Verfahren"
~type:"article"
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Search: subject_exact:"Neuronale Netze"
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Testing for ARCH in the presence of nonlinearity of unknown form in the conditional mean
Blake, Andrew P.
;
Kapetanios, George
- In:
Journal of econometrics
137
(
2007
)
2
,
pp. 472-488
Persistent link: https://www.econbiz.de/10003441933
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A radial basis function artifical neural network test for ARCH
Blake, Andrew P.
;
Kapetanios, George
- In:
Economics letters
69
(
2000
)
1
,
pp. 15-23
Persistent link: https://www.econbiz.de/10001512718
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