Normality test for multivariate conditional heteroskedastic dynamic regression models (Q533940)
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scientific article; zbMATH DE number 5886266
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Normality test for multivariate conditional heteroskedastic dynamic regression models |
scientific article; zbMATH DE number 5886266 |
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Normality test for multivariate conditional heteroskedastic dynamic regression models (English)
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10 May 2011
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Jarque-Bera test
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normality test
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multivariate GARCH models
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distribution free test
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