A robust LR test for the GARCH model (Q1927913)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A robust LR test for the GARCH model |
scientific article; zbMATH DE number 6120977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust LR test for the GARCH model |
scientific article; zbMATH DE number 6120977 |
Statements
A robust LR test for the GARCH model (English)
0 references
2 January 2013
0 references
GARCH
0 references
robust LR statistic
0 references
hypothesis testing
0 references
0 references
0 references
0 references
