Q3600720
type: Item
instance of: scholarly article
zbMATH Open document ID: 1153.62068
author: Ngai Hang Chan
author: Jian Chen
author: Xiaohong Chen
author: Yanqin Fan
author: Liang Peng
publication date: 2009-02-05T00:00:00Z
full work available at URL: J19N12.html
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 5503180
zbMATH Keywords: copula
zbMATH Keywords: GARCH
zbMATH Keywords: goodness-of-fit test
zbMATH Keywords: pseudo maximum likelihood estimation
zbMATH Keywords: residual empirical distribution
MaRDI profile type: Publication
description: scientific article