Pages that link to "Item:Q257484"
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The following pages link to Misspecification tests for periodic long memory GARCH models (Q257484):
Displaying 7 items.
- Generalised long-memory GARCH models for intra-daily volatility (Q1020691) (← links)
- The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test (Q1300636) (← links)
- Identification of long memory in GARCH models (Q1766999) (← links)
- Periodic Long-Memory GARCH Models (Q3615077) (← links)
- Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085) (← links)
- FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429) (← links)
- Adaptive Estimators and Tests of Stationary and Nonstationary Short- and Long-Memory ARFIMA–GARCH Models (Q4468546) (← links)