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Results for ARCH
Publications & Outputs
The Spurious Effect of ARCH Errors on Linearity Tests: A Theoretical Note and an Alternative Maximum Likelihood Approach
Pavlidis, E.
&
Tsionas, E.
,
04/2018
,
In:
Studies in Nonlinear Dynamics and Econometrics.
22
,
2
,
8 p.
, 20160055.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review
Using Random Quasi-Monte-Carlo Within Particle Filters, With Application to Financial Time Series.
Fearnhead, P.
,
12/2005
,
In:
Journal of Computational and Graphical Statistics.
14
,
4
,
p. 751-769
19 p.
Research output
:
Contribution to Journal/Magazine
›
Journal article
›
peer-review