Pages that link to "Item:Q1978761"
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The following pages link to Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models (Q1978761):
Displaying 5 items.
- Portmanteau model diagnostics and tests for nonlinearity: A comparative Monte Carlo study of two alternative methods (Q1305811) (← links)
- Tests for time reversibility: a complementarity analysis (Q1927385) (← links)
- Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
- Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples (Q2255852) (← links)
- Optimal Range for the iid Test Based on Integration Across the Correlation Integral (Q5697353) (← links)