A note on portmanteau tests for conditional heteroscedastistic models (Q777693)
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scientific article; zbMATH DE number 7218467
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on portmanteau tests for conditional heteroscedastistic models |
scientific article; zbMATH DE number 7218467 |
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A note on portmanteau tests for conditional heteroscedastistic models (English)
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7 July 2020
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conditional heteroscedastistic models
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GARCH
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portmanteau test
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non-standard asymptotics
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parameter on the boundary
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0.89051914
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0.88639754
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0.87200856
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0.8704823
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0.8701183
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0.86861575
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