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41
Tests for Error Correlation in the Functional Linear Model
Gabrys, Robertas
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
491
,
pp. 1113-1126
Persistent link: https://www.econbiz.de/10008723906
Saved in:
42
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals
Horváth, Lajos
;
Kokoszka, Piotr
;
Tessière, Gilles
-
2003
Persistent link: https://www.econbiz.de/10001790731
Saved in:
43
MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES
Horváth, Lajos
;
Kokoszka, Piotr
;
Zhang, Aonan
- In:
Econometric theory
22
(
2006
)
3
,
pp. 373-402
Persistent link: https://www.econbiz.de/10006955207
Saved in:
44
SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
Berkes, István
;
Gombay, Edit
;
Horváth, Lajos
; …
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1140-1167
Persistent link: https://www.econbiz.de/10006962805
Saved in:
45
Tests for error correlation in the functional linear model
Gabrys, Robertas
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Journal of the American Statistical Association : JASA
105
(
2010
)
491
,
pp. 1113-1125
Persistent link: https://www.econbiz.de/10008738525
Saved in:
46
Testing for stochastic dominance using the weighted McFadden-type statistic
Horváth, Lajos
;
Kokoszka, Piotr
;
Zitikis, Ričardas
- In:
Journal of econometrics
133
(
2006
)
1
,
pp. 191-205
Persistent link: https://www.econbiz.de/10003354571
Saved in:
47
Change-point monitoring in linear models
Aue, Alexander
;
Horváth, Lajos
;
Hušková, Marie
; …
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 373-403
Persistent link: https://www.econbiz.de/10003390158
Saved in:
48
Sample and implied volatility in GARCH models
Horváth, Lajos
;
Kokoszka, Piotr
;
Zitikis, Ričardas
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
4
,
pp. 617-635
Persistent link: https://www.econbiz.de/10003565751
Saved in:
49
Monitoring constancy of variance in conditionally heteroskedastic time series
Horváth, Lajos
;
Kokoszka, Piotr
;
Zhang, Aonan
- In:
Econometric theory
22
(
2006
)
3
,
pp. 373-402
Persistent link: https://www.econbiz.de/10003307471
Saved in:
50
Sequential change-point detection in Garch (p,q) models
Berkes, István
;
Gombay, Edit
;
Horváth, Lajos
; …
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1140-1167
Persistent link: https://www.econbiz.de/10002424888
Saved in:
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