A Model Specification Test For GARCH(1,1) Processes (Q3460672)
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Language | Label | Description | Also known as |
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English | A Model Specification Test For GARCH(1,1) Processes |
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A Model Specification Test For GARCH(1,1) Processes (English)
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8 January 2016
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bootstrap
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Cramér-von Mises test
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generalized autoregressive conditional heteroscedacity processes
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\(V\)-statistic
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GARCH(1,1)
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limit distribution
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