A note on the Jarque-Bera normality test for GARCH innovations (Q2510920): Difference between revisions
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Revision as of 08:25, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the Jarque-Bera normality test for GARCH innovations |
scientific article |
Statements
A note on the Jarque-Bera normality test for GARCH innovations (English)
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4 August 2014
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normality test
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GARCH models
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JB test
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residual based test
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skewness
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kurtosis
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