Search Results - "Heteroscedasticity"

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  1. 1
    Identification of suitable explanatory variable in goldfeld-quandt test and robust inference under heteroscedasticity and high leverage points

    Identification of suitable explanatory variable in goldfeld-quandt test and robust inference under heteroscedasticity and high leverage points by Muhammadu, Adamu Adamu

    Published 2016
    Subjects: “…Heteroscedasticity…”
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  2. 2
    Robust Regression with Continuous and Categorical Variables Having Heteroscedastic Non-Normal Errors

    Robust Regression with Continuous and Categorical Variables Having Heteroscedastic Non-Normal Errors by Majeed Al-Talib, Bashar Abdul Aziz

    Published 2006
    Subjects: Get full text
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  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: “…AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY…”
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