Title of article :
Analysing the performance of bootstrap neural tests for conditional
heteroskedasticity in ARCH-M models
Author/Authors :
Carole Siani، نويسنده , , Christian de Peretti، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
tests , neural network , Bootstrap , ARCH , ARCH-M
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
