Matches in SemOpenAlex for { <https://semopenalex.org/work/W1485240162> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W1485240162 abstract "In this paper we propose a consistent Integrated Conditional Moment (ICM) test of the functional form of a conditional heteroskedasticity model, for example a GARCH specification, which is asymptotically independent of the ICM test of the specification of the underlying conditional expectation model, under the null hypothesis that both models are correctly specified." @default.
- W1485240162 created "2016-06-24" @default.
- W1485240162 creator A5005566691 @default.
- W1485240162 creator A5071297464 @default.
- W1485240162 date "1999-01-01" @default.
- W1485240162 modified "2023-09-22" @default.
- W1485240162 title "Integrated Conditional Moment Testing of Conditional Heteroskedasticity Models" @default.
- W1485240162 cites W2014790481 @default.
- W1485240162 cites W2034687768 @default.
- W1485240162 cites W2107158342 @default.
- W1485240162 cites W2109035959 @default.
- W1485240162 cites W2111646565 @default.
- W1485240162 cites W2136568483 @default.
- W1485240162 cites W2156099189 @default.
- W1485240162 cites W2169181840 @default.
- W1485240162 hasPublicationYear "1999" @default.
- W1485240162 type Work @default.
- W1485240162 sameAs 1485240162 @default.
- W1485240162 citedByCount "0" @default.
- W1485240162 crossrefType "journal-article" @default.
- W1485240162 hasAuthorship W1485240162A5005566691 @default.
- W1485240162 hasAuthorship W1485240162A5071297464 @default.
- W1485240162 hasConcept C101104100 @default.
- W1485240162 hasConcept C105795698 @default.
- W1485240162 hasConcept C121332964 @default.
- W1485240162 hasConcept C124101348 @default.
- W1485240162 hasConcept C149782125 @default.
- W1485240162 hasConcept C179254644 @default.
- W1485240162 hasConcept C203763787 @default.
- W1485240162 hasConcept C21430997 @default.
- W1485240162 hasConcept C23922673 @default.
- W1485240162 hasConcept C33923547 @default.
- W1485240162 hasConcept C41008148 @default.
- W1485240162 hasConcept C43555835 @default.
- W1485240162 hasConcept C74650414 @default.
- W1485240162 hasConcept C91602232 @default.
- W1485240162 hasConceptScore W1485240162C101104100 @default.
- W1485240162 hasConceptScore W1485240162C105795698 @default.
- W1485240162 hasConceptScore W1485240162C121332964 @default.
- W1485240162 hasConceptScore W1485240162C124101348 @default.
- W1485240162 hasConceptScore W1485240162C149782125 @default.
- W1485240162 hasConceptScore W1485240162C179254644 @default.
- W1485240162 hasConceptScore W1485240162C203763787 @default.
- W1485240162 hasConceptScore W1485240162C21430997 @default.
- W1485240162 hasConceptScore W1485240162C23922673 @default.
- W1485240162 hasConceptScore W1485240162C33923547 @default.
- W1485240162 hasConceptScore W1485240162C41008148 @default.
- W1485240162 hasConceptScore W1485240162C43555835 @default.
- W1485240162 hasConceptScore W1485240162C74650414 @default.
- W1485240162 hasConceptScore W1485240162C91602232 @default.
- W1485240162 hasLocation W14852401621 @default.
- W1485240162 hasOpenAccess W1485240162 @default.
- W1485240162 hasPrimaryLocation W14852401621 @default.
- W1485240162 hasRelatedWork W1535795731 @default.
- W1485240162 hasRelatedWork W1868255739 @default.
- W1485240162 hasRelatedWork W2091395646 @default.
- W1485240162 hasRelatedWork W2329656350 @default.
- W1485240162 hasRelatedWork W2477907299 @default.
- W1485240162 hasRelatedWork W2479843236 @default.
- W1485240162 hasRelatedWork W2481297981 @default.
- W1485240162 hasRelatedWork W2484365273 @default.
- W1485240162 hasRelatedWork W2494790894 @default.
- W1485240162 hasRelatedWork W2496605713 @default.
- W1485240162 hasRelatedWork W2500588331 @default.
- W1485240162 hasRelatedWork W2592465853 @default.
- W1485240162 hasRelatedWork W2592623155 @default.
- W1485240162 hasRelatedWork W3004755156 @default.
- W1485240162 hasRelatedWork W3037870354 @default.
- W1485240162 hasRelatedWork W3178834630 @default.
- W1485240162 hasRelatedWork W3209331955 @default.
- W1485240162 hasRelatedWork W34494816 @default.
- W1485240162 hasRelatedWork W63314210 @default.
- W1485240162 hasRelatedWork W2181467663 @default.
- W1485240162 isParatext "false" @default.
- W1485240162 isRetracted "false" @default.
- W1485240162 magId "1485240162" @default.
- W1485240162 workType "article" @default.