Pages that link to "Item:Q289186"
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The following pages link to A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186):
Displaying 16 items.
- Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411) (← links)
- Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
- Non-negativity conditions for the hyperbolic GARCH model (Q736540) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Bootstrap based probability forecasting in multiplicative error models (Q2224997) (← links)
- ASYMPTOTIC DISTRIBUTION-FREE DIAGNOSTIC TESTS FOR HETEROSKEDASTIC TIME SERIES MODELS (Q3577700) (← links)
- ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR (Q4449054) (← links)
- Free deterministic equivalent Z-scores of compound Wishart models: A goodness of fit test of 2D ARMA models (Q5197371) (← links)
- RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT (Q5349016) (← links)
- A Goodness-of-Fit Test for a Class of Autoregressive Conditional Duration Models (Q5863649) (← links)
- Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models (Q6115537) (← links)
- Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary (Q6150359) (← links)
- A residual bootstrap for conditional value-at-risk (Q6193032) (← links)
- Risk Measure Inference (Q6616627) (← links)
