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What do tests for heteroskedasticity detect?
Dutta, Jayasri; Zaman, Asad - 1989
Persistent link: https://www.econbiz.de/10000771814
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Testing for heterogeneous parameters in least-squares approximations
Dutta, Jayasri - In: The review of economic studies 58 (1991) 2, pp. 299-320
Persistent link: https://www.econbiz.de/10001112716
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Testing for heterogeneous parameters in least squares approximations
Dutta, Jayasri - 1990
Persistent link: https://www.econbiz.de/10013452701
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Some new results on GARCH : exact formulas for the 2nd moments of the squared errors
Karanasos, Menelaos - 1996
Persistent link: https://www.econbiz.de/10000953935
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Semi-parametric modelling of the term structure
Bianchi, Marco; Orszag, Jonathan Michael; Steeley, James M. - 1997
Persistent link: https://www.econbiz.de/10000956524
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On low-frequency filtering and symmetry testing
Psaradakis, Zacharias G.; Sola, Martin - 1997
Persistent link: https://www.econbiz.de/10000956526
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Cumulative waveletgram test for randomness
Orszag, Jonathan Michael - 1995
Persistent link: https://www.econbiz.de/10000924235
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Fitting the moments : a comparison of ARCH and regime switching models for daily stock returns
Sola, Martin; Timmermann, Allan - 1994
Persistent link: https://www.econbiz.de/10000924807
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A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto - 1994
Persistent link: https://www.econbiz.de/10000924812
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Testing for unit roots in time series with nearly deterministic seasonal variation
Psaradakis, Zacharias G. - 1996
Persistent link: https://www.econbiz.de/10000930373