Pages that link to "Item:Q5864639"
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The following pages link to A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model (Q5864639):
Displaying 6 items.
- Wild bootstrap Ljung-Box test for residuals of ARMA models robust to variance change (Q2111948) (← links)
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap (Q2856548) (← links)
- Testing for volatility interactions in the Constant Conditional Correlation GARCH model (Q3566443) (← links)
- Tests for serial correlation in mean and variance of a sequence of time series objects (Q5106791) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
- Robust parametric tests of constant conditional correlation in a MGARCH model (Q5862487) (← links)