A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A residual-based test for multivariate GARCH models using transformed quadratic residuals |
scientific article |
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A residual-based test for multivariate GARCH models using transformed quadratic residuals (English)
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16 September 2021
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multivariate GARCH model
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model checking
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residual-based statistic
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transformed quadratic residuals
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