Residual-based rank specification tests for AR-GARCH type models (Q2343810): Difference between revisions
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Latest revision as of 03:34, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Residual-based rank specification tests for AR-GARCH type models |
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Residual-based rank specification tests for AR-GARCH type models (English)
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6 May 2015
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conditional heteroskedasticity
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linear and quadratic residual autocorrelation tests
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model misspecification test
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nonlinear time series
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parameter constancy
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residual symmetry tests
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