Pages that link to "Item:Q2513933"
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The following pages link to On the empirical characteristic function process of the residuals in GARCH models and applications (Q2513933):
Displaying 11 items.
- Tests for conditional ellipticity in multivariate GARCH models (Q503569) (← links)
- Comparison of symmetry tests against some skew-symmetric alternatives in i.i.d. and non-i.i.d. setting (Q830603) (← links)
- Nonparametric probability weighted empirical characteristic function and applications (Q893448) (← links)
- A Monte Carlo evaluation of the performance of two new tests for symmetry (Q1695416) (← links)
- Fourier inference for stochastic volatility models with heavy-tailed innovations (Q1785815) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- Goodness-of-fit tests for semiparametric and parametric hypotheses based on the probability weighted empirical characteristic function (Q2374429) (← links)
- Comments on: ``Tests for multivariate normality -- a critical review with emphasis on weighted \(L^2\)-statistics'' (Q2665781) (← links)
- Empirical characteristic function tests for GARCH innovation distribution using multipliers (Q5106912) (← links)
- CHARACTERIZATIONS OF MULTINORMALITY AND CORRESPONDING TESTS OF FIT, INCLUDING FOR GARCH MODELS (Q5384843) (← links)
- Testing normality of a large number of populations (Q6494448) (← links)
