Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360): Difference between revisions
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Revision as of 01:26, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit tests for Log-GARCH and EGARCH models |
scientific article |
Statements
Goodness-of-fit tests for Log-GARCH and EGARCH models (English)
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23 March 2018
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EGARCH
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LM tests
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invertibility of time series models
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Log-GARCH
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Portmanteau tests
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quasi-maximum likelihood
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