A note on the Jarque-Bera normality test for GARCH innovations (Q2510920): Difference between revisions

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-.1016/j.jkss.2009.04.005
@@ Property / DOI: 10.1016/j.jkss.2009.04.005 / rank @@
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+https://doi.org/10.1016/j.jkss.2009.04.005
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+W2052067591
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@@ Property / cites work @@
+Statistical Applications of the Multivariate Skew Normal Distribution
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@@ Property / cites work @@
+The efficiency of the estimators of the parameters in GARCH processes.
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+GARCH processes: structure and estimation
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+On some global measures of the deviations of density function estimates
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+Stationarity of GARCH processes and of some nonnegative time series
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+Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
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+Multivariate skew<i>t</i>-distribution
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+High moment partial sum processes of residuals in GARCH models and their applications
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+Q3552956
@@ Property / cites work: Q3552956 / rank @@
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+On residual empirical processes of stochastic regression models with applications to time series
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+Limit theory for the sample autocorrelations and extremes of a GARCH \((1,1)\) process.
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@@ Property / DOI @@
+.1016/J.JKSS.2009.04.005
@@ Property / DOI: 10.1016/J.JKSS.2009.04.005 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2510920