Pages that link to "Item:Q1623530"
From MaRDI portal
The following pages link to Comparison of specification tests for GARCH models (Q1623530):
Displaying 23 items.
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Testing the equality of error distributions from \(k\) independent GARCH models (Q1012539) (← links)
- The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test (Q1300636) (← links)
- Testing for identification in SVAR-GARCH models (Q1656455) (← links)
- Serial independence tests for innovations of conditional mean and variance models (Q1708359) (← links)
- A weighted goodness-of-fit test for GARCH(1,1) specification (Q1881754) (← links)
- Specification tests for the error distribution in GARCH models (Q1927139) (← links)
- A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480) (← links)
- A two-sample test for the error distribution in nonparametric regression based on the characteristic function (Q2010800) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Fast tests for the two-sample problem based on the empirical characteristic function (Q2229077) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- A note on non-parametric testing for Gaussian innovations in AR-ARCH models (Q2852597) (← links)
- Artificial regression testing in the GARCH‐in‐mean model (Q3367406) (← links)
- TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
- A Model Specification Test For GARCH(1,1) Processes (Q3460672) (← links)
- Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
- Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)
