Specification tests for the error distribution in GARCH models
type: Item
instance of: scholarly article
title: Specification tests for the error distribution in GARCH models
zbMATH Open document ID: 1255.62259
author: Franziska Lindner
author: Simos G. Meintanis
author: Bernhard Klar
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6119772
zbMATH Keywords: goodness-of-fit test
zbMATH Keywords: symmetry test
zbMATH Keywords: empirical characteristic function
zbMATH Keywords: bootstrap test
Wikidata QID: Q60430065
describes a project that uses: VGAM
describes a project that uses: RMetrics
describes a project that uses: fGarch
describes a project that uses: R
describes a project that uses: TSA
MaRDI profile type: Publication
full work available at URL: j.csda.2010.05.029
OpenAlex ID: W2091929145
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DOI: 10.1016/J.CSDA.2010.05.029
description: scientific article; zbMATH DE number 6119772