Pages that link to "Item:Q4609014"
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The following pages link to Goodness–of–Fit Test for Stochastic Volatility Models (Q4609014):
Displaying 5 items.
- Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices (Q1621243) (← 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)
- Testing for EGARCH Against Stochastic Volatility Models (Q5467599) (← links)