Pages that link to "Item:Q503569"
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The following pages link to Tests for conditional ellipticity in multivariate GARCH models (Q503569):
Displaying 15 items.
- Testing multivariate distributions in GARCH models (Q291099) (← links)
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Testing for spherical and elliptical symmetry (Q2201558) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- Inferential procedures based on the integrated empirical characteristic function (Q2324329) (← links)
- Evaluating Multivariate GARCH Models in the Nordic Electricity Markets (Q3378029) (← links)
- BL-GARCH models with elliptical distributed innovations (Q3589975) (← links)
- COUNT AND DURATION TIME SERIES WITH EQUAL CONDITIONAL STOCHASTIC AND MEAN ORDERS (Q4993887) (← links)
- (Q5224255) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
- A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model (Q5864639) (← 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)
- Testing Error Distribution by Kernelized Stein Discrepancy in Multivariate Time Series Models (Q6586892) (← links)
- Power enhancement for dimension detection of Gaussian signals (Q6621329) (← links)
