Pages that link to "Item:Q1708360"
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The following pages link to Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360):
Displaying 12 items.
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← links)
- A weighted goodness-of-fit test for GARCH(1,1) specification (Q1881754) (← links)
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- TESTING GOODNESS OF FIT BASED ON DENSITIES OF GARCH INNOVATIONS (Q3409062) (← links)
- Editorial (Q5970291) (← links)
- Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
- Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models (Q6148890) (← links)
- Goodness-of-fit tests for extended Log-GARCH models (Q6269525) (← links)
- Volatility Estimation When the Zero-Process is Nonstationary (Q6586884) (← links)
- Exponential-Type GARCH Models With Linear-in-Variance Risk Premium (Q6617781) (← links)
