Tests for conditional ellipticity in multivariate GARCH models (Q503569): Difference between revisions

@@ Property / author @@
+Christian Francq
@@ Property / author: Christian Francq / rank @@
+Normal rank
@@ Property / author @@
+Simos G. Meintanis
@@ Property / author: Simos G. Meintanis / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H15
@@ Property / Mathematics Subject Classification ID: 62H15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6674391
@@ Property / zbMATH DE Number: 6674391 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+MGARCH
@@ Property / zbMATH Keywords: MGARCH / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+spherical symmetry
@@ Property / zbMATH Keywords: spherical symmetry / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+empirical characteristic function
@@ Property / zbMATH Keywords: empirical characteristic function / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+conditional Monte Carlo test
@@ Property / zbMATH Keywords: conditional Monte Carlo test / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+extended CCC-GARCH
@@ Property / zbMATH Keywords: extended CCC-GARCH / rank @@
+Normal rank

Revision as of 00:58, 1 July 2023