Pages that link to "Item:Q1881754"
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The following pages link to A weighted goodness-of-fit test for GARCH(1,1) specification (Q1881754):
Displaying 5 items.
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
- A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
- A Central Limit Theorem in Non‐parametric Regression with Truncated, Censored and Dependent Data (Q5177961) (← links)
- A comparison of alternative techniques for selecting an optimum ARCH model (Q5457923) (← links)