Testing multivariate distributions in GARCH models (Q291099): Difference between revisions
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Revision as of 23:55, 4 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing multivariate distributions in GARCH models |
scientific article |
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Testing multivariate distributions in GARCH models (English)
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6 June 2016
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K-transformation
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Brownian motion
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distribution-free tests
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multivariate normality
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multivariate \(t\)
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GARCH
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