Pages that link to "Item:Q3632429"
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The following pages link to FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429):
Displayed 7 items.
- The long memory HEAVY process: modeling and forecasting financial volatility (Q2070693) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
- Testing for misspecification in the short-run component of GARCH-type models (Q2691778) (← links)
- A general approach to conditional moment specification testing with projections (Q5034243) (← links)
- STATISTICAL INFERENCE FOR MEASUREMENT EQUATION SELECTION IN THE LOG-REALGARCH MODEL (Q5243485) (← links)
- Robust parametric tests of constant conditional correlation in a MGARCH model (Q5862487) (← links)