Residual‐based diagnostics for conditional heteroscedasticity models (Q4416013): Difference between revisions

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scientific article; zbMATH DE number 1961108
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English
Residual‐based diagnostics for conditional heteroscedasticity models
scientific article; zbMATH DE number 1961108

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    Residual‐based diagnostics for conditional heteroscedasticity models (English)
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    7 August 2003
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    Lagrange multiplier test
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    portmanteau statistic
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    residual-based diagnostic
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    tables
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