Pages that link to "Item:Q473342"
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The following pages link to Robust score and portmanteau tests of volatility spillover (Q473342):
Displaying 4 items.
- On the measurement and treatment of extremes in time series (Q508717) (← links)
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference (Q894634) (← links)
- Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
