Testing multivariate distributions in GARCH models (Q291099)

From MaRDI portal
Revision as of 02:09, 30 January 2024 by Import240129110155 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Testing multivariate distributions in GARCH models
scientific article

    Statements

    title
    Testing multivariate distributions in GARCH models (English)
    0 references
    author
    Jushan Bai
    0 references
    Zhi-Hong Chen
    0 references
    Jushan Bai
    0 references
    publication date
    6 June 2016
    0 references
    zbMATH Keywords
    K-transformation
    0 references
    Brownian motion
    0 references
    distribution-free tests
    0 references
    multivariate normality
    0 references
    multivariate \(t\)
    0 references
    GARCH
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62M10
    0 references
    62H15
    0 references
    62G10
    0 references
    62P05
    0 references
    zbMATH DE Number
    6589659
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q291099&oldid=12175295"
    Powered by MediaWiki