A Radial Basis Function Artificial Neural Network Test for ARCH

Andrew Blake
Authors registered in the RePEc Author Service: George Kapetanios

No 154, National Institute of Economic and Social Research (NIESR) Discussion Papers from National Institute of Economic and Social Research

Abstract: We propose a test for ARCH that uses a radial basis function artificial neural network. It outperforms alternative neural network tests in a variety of Monte Carlo experiments.

Date: 1999-09
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Citations: View citations in EconPapers (14)

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Journal Article: A radial basis function artificial neural network test for ARCH (2000)
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