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Automated inference and learning in modeling financial volatility
McAleer, Michael - In: Econometric theory 21 (2005) 1, pp. 232-261
Persistent link: https://www.econbiz.de/10002674705
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Improvements to the Wald test
King, Maxwell L.; Goh, Kim-leng - In: Handbook of applied econometrics and statistical inference, (pp. 251-275). 2002
Persistent link: https://www.econbiz.de/10001701976
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Determining an optimal window size for modeling volatility
Yew, Xavier Chee Hoong; McAleer, Michael; Ling, Shiqing - In: Handbook of applied econometrics and statistical inference, (pp. 443-467). 2002
Persistent link: https://www.econbiz.de/10001701988
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Asymptotic theory for a vector ARMA-GARCH model
Ling, Shiqing; McAleer, Michael - In: Econometric theory 19 (2003) 2, pp. 280-310
Persistent link: https://www.econbiz.de/10001743407
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Analytical power comparisons of nested and nonnested tests for linear and loglinear regression models
Kobayashi, Masahito; McAleer, Michael - In: Econometric theory 15 (1999) 1, pp. 99-113
Persistent link: https://www.econbiz.de/10001381815
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Some power comparisons of joint and paired tests for nonnested models under local hypotheses
Dastoor, Naorayex K. - In: Econometric theory 5 (1989) 1, pp. 83-94
Persistent link: https://www.econbiz.de/10001065761