Evaluating multiplicative error models: a residual-based approach (Q830601): Difference between revisions

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+Evaluating financial time series models for irregularly spaced data: a spectral density approach
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+Testing conditional asymmetry: a residual-based approach
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+Diagnostic checking of the vector multiplicative error model
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+SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS
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+Evaluating vector multiplicative error models with the Hosking-Ljung-Box Portmanteau test and kernel-based test statistics
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