Joint and marginal specification tests for conditional mean and variance models (Q291103)
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scientific article; zbMATH DE number 6589662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Joint and marginal specification tests for conditional mean and variance models |
scientific article; zbMATH DE number 6589662 |
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Joint and marginal specification tests for conditional mean and variance models (English)
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6 June 2016
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diagnostic tests
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model checks
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generalized spectral analysis
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nonlinear time series
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wild bootstrap
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volatility model
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