@article{siani:hal-01511592,
  TITLE = {{Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models}},
  AUTHOR = {Siani, Carole and de Peretti, Christian},
  URL = {https://hal.science/hal-01511592},
  JOURNAL = {{Computational Statistics and Data Analysis}},
  HAL_LOCAL_REFERENCE = {3210},
  PUBLISHER = {{Elsevier}},
  SERIES = {5},
  VOLUME = {51},
  PAGES = {2442-2460},
  YEAR = {2007},
  MONTH = Feb,
  DOI = {10.1016/j.csda.2006.08.025},
  HAL_ID = {hal-01511592},
  HAL_VERSION = {v1},
}