On Jarque-Bera normality and cusum parameter change tests for BCTT-GARCH models (Q2444445)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Jarque-Bera normality and cusum parameter change tests for BCTT-GARCH models |
scientific article |
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On Jarque-Bera normality and cusum parameter change tests for BCTT-GARCH models (English)
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9 April 2014
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parameter change
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cusum test
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Jarque-Bera test
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normality test
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threshold GARCH model
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