Comparison of specification tests for GARCH models (Q1623530)
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scientific article; zbMATH DE number 6983980
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of specification tests for GARCH models |
scientific article; zbMATH DE number 6983980 |
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Comparison of specification tests for GARCH models (English)
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23 November 2018
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goodness of fit tests
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GARCH models
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residuals
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squared residuals
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empirical processes
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pseudo-observations
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multipliers
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bootstrap
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