@article{deperetti:hal-01508027,
  TITLE = {{Neural Tests for Conditional Heteroscedasticity in ARCH-M Models}},
  AUTHOR = {de Peretti, Christian and Siani, Carole},
  URL = {https://hal.science/hal-01508027},
  JOURNAL = {{Studies in Nonlinear Dynamics and Econometrics}},
  HAL_LOCAL_REFERENCE = {3575},
  PUBLISHER = {{MIT Press}},
  SERIES = {3},
  VOLUME = {8},
  YEAR = {2004},
  MONTH = Sep,
  DOI = {10.2202/1558-3708.1239},
  HAL_ID = {hal-01508027},
  HAL_VERSION = {v1},
}