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The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing - MaRDI portal

The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing (Q4509538)

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scientific article; zbMATH DE number 1517664
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English
The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing
scientific article; zbMATH DE number 1517664

    Statements

    title
    The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing (English)
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    author
    A. E. Vyazilov
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    publication date
    1999
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G30
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    62G10
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    zbMATH DE Number
    1517664
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    OpenAlex ID
    W2055305885
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