Testing for misspecification in the short-run component of GARCH-type models (Q2691778)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for misspecification in the short-run component of GARCH-type models |
scientific article |
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Testing for misspecification in the short-run component of GARCH-type models (English)
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30 March 2023
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conditional heteroskedasticity
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GARCH
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Lagrange multiplier test
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misspecification test
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nonlinear volatility time series
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