Specification tests for the error distribution in GARCH models (Q1927139)
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scientific article; zbMATH DE number 6119772
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification tests for the error distribution in GARCH models |
scientific article; zbMATH DE number 6119772 |
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Specification tests for the error distribution in GARCH models (English)
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30 December 2012
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goodness-of-fit test
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symmetry test
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empirical characteristic function
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bootstrap test
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