Testing the adequacy of GARCH-type models in time series (Q846855)
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scientific article; zbMATH DE number 5671313
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the adequacy of GARCH-type models in time series |
scientific article; zbMATH DE number 5671313 |
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Testing the adequacy of GARCH-type models in time series (English)
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12 February 2010
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maximin tests
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model diagnostics
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score type tests
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