Pages that link to "Item:Q1012539"
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The following pages link to Testing the equality of error distributions from \(k\) independent GARCH models (Q1012539):
Displaying 4 items.
- Testing multivariate distributions in GARCH models (Q291099) (← links)
- Score test of fit for composite hypothesis in the GARCH\((1,1)\) model (Q958816) (← links)
- The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test (Q1300636) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)