Pages that link to "Item:Q3615085"
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The following pages link to Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085):
Displaying 5 items.
- The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test (Q1300636) (← links)
- Analysis of the conditional stock-return distribution under incomplete specification. (Q1427543) (← links)
- Comparison of specification tests for GARCH models (Q1623530) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429) (← links)