Search Results - "HETEROSKEDASTICITY"

  • Showing 1 - 3 results of 3
Refine Results
  1. 1
    Dating for start and end period of historical crash and its application to real time bubble and crash detection

    Dating for start and end period of historical crash and its application to real time bubble and crash detection by Kim, Taejun

    Published 2023
    Subjects: “…Heteroskedasticity; Financial crashes; Real time monitoring methods…”
    Get full text
  2. 2
    Does Purchasing Power Parity hold? New Evidence from Wild-bootstrapped Nonlinear Unit Root Tests in the Presence of Heteroskedasticity

    Does Purchasing Power Parity hold? New Evidence from Wild-bootstrapped Nonlinear Unit Root Tests in the Presence of Heteroskedasticity by Su, J., Cheung, Adrian, Roca, E.

    Published 2014
    Subjects: “…Heteroskedasticity…”
    Get full text
  3. 3
    Can multivariate GARCH models really improve value-at-risk forecasts?

    Can multivariate GARCH models really improve value-at-risk forecasts? by Sia, C.S., Chan, Felix

    Published 2015
    Subjects: Get full text

Search Tools: