Model selection for a class of conditional heteroscedastic processes /
Saved in:
Main Author: | Kian, Teng Kwek |
---|---|
Format: | Thesis Book |
Language: | English |
Published: |
1999.
|
Subjects: | |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Conditional heteroscedasticity, external events and application of wavelet filters in financial time series /
by: Sabiruzzman, Md
Published: (2012) -
Identification of suitable explanatory variable in goldfeld-quandt test and robust inference under heteroscedasticity and high leverage points
by: Muhammadu, Adamu Adamu
Published: (2016) -
Robust Regression with Continuous and Categorical Variables Having Heteroscedastic Non-Normal Errors
by: Majeed Al-Talib, Bashar Abdul Aziz
Published: (2006) -
L[1]-GARCH models : parameter estimations, performance measures and its applications /
by: Shamsul Rijal Muhammad Sabri
Published: (2008) -
Robust Diagnostics and Estimation in Heteroscedastic Regression Model in the Presence of Outliers
by: Rana, Md. Sohel
Published: (2010)