Pages that link to "Item:Q2220796"

The following pages link to Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796):

Displaying 3 items.

• Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
• Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
• A residual bootstrap for conditional value-at-risk (Q6193032) (← links)