Pages that link to "Item:Q1391048"
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The following pages link to Small sample properties of \(\text{GARCH}(1,1)\) estimator under non-normality (Q1391048):
Displaying 5 items.
- Small sample properties of alternative forms of the Lagrange multiplier test (Q374828) (← links)
- On the properties of small sample of \(GM(1,1)\) model (Q965688) (← links)
- Testing for GARCH effects: A one-sided approach (Q1298438) (← links)
- Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator (Q1787240) (← links)
- A robust LR test for the GARCH model (Q1927913) (← links)