Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models |
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Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (English)
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25 January 2021
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GARCH model
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goodness-of-fit test
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Bierens characterization
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conditional duration model
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weighted bootstrap
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