Pages that link to "Item:Q1984480"
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The following pages link to A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480):
Displaying 5 items.
- On score vector- and residual-based CUSUM tests in ARMA-GARCH models (Q2324264) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- Monitoring distributional changes of squared residuals in GARCH models (Q2980065) (← links)
- Exploring the Impact of Multivariate GARCH Innovations on Hypothesis Testing for Cointegrating Vectors (Q5299921) (← links)
- Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)