Diagnostics for conditional heteroscedasticity models: some simulation results. (Q1418612)
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scientific article; zbMATH DE number 2026627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostics for conditional heteroscedasticity models: some simulation results. |
scientific article; zbMATH DE number 2026627 |
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Diagnostics for conditional heteroscedasticity models: some simulation results. (English)
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14 January 2004
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GARCH models
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Residual-based diagnostics
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Simulation
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