Diagnostic Checking for GARCH-Type Models (Q4921650)
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scientific article; zbMATH DE number 6162330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic Checking for GARCH-Type Models |
scientific article; zbMATH DE number 6162330 |
Statements
Diagnostic Checking for GARCH-Type Models (English)
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13 May 2013
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diagnostic checking
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GARCH
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M-estimator
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residual autocorrelation
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