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Maximum entropy test for GARCH models - MaRDI portal

Maximum entropy test for GARCH models (Q1731233)

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scientific article; zbMATH DE number 7035595
Language Label Description Also known as
English
Maximum entropy test for GARCH models
scientific article; zbMATH DE number 7035595

    Statements

    title
    Maximum entropy test for GARCH models (English)
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    author
    Sangyeol Lee
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    Siyun Park
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    Jiyeon Lee
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    publication date
    13 March 2019
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    zbMATH Keywords
    maximum entropy measure
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    goodness of fit test
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    GARCH models
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G10
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    62E20
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    zbMATH DE Number
    7035595
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    OpenAlex ID
    W2026060751
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