Testing multivariate distributions in GARCH models (Q291099)
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: Testing multivariate distributions in GARCH models |
scientific article; zbMATH DE number 6589659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing multivariate distributions in GARCH models |
scientific article; zbMATH DE number 6589659 |
Statements
Testing multivariate distributions in GARCH models (English)
0 references
6 June 2016
0 references
K-transformation
0 references
Brownian motion
0 references
distribution-free tests
0 references
multivariate normality
0 references
multivariate \(t\)
0 references
GARCH
0 references
