A goodness-of-fit test for ARCH(\(\infty\)) models (Q5965496)
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scientific article; zbMATH DE number 6586838
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A goodness-of-fit test for ARCH(\(\infty\)) models |
scientific article; zbMATH DE number 6586838 |
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A goodness-of-fit test for ARCH(\(\infty\)) models (English)
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27 May 2016
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GARCH models
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model specification
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bootstrap tests
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