Pages that link to "Item:Q5965496"
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The following pages link to A goodness-of-fit test for ARCH(\(\infty\)) models (Q5965496):
Displaying 4 items.
- Joint and marginal specification tests for conditional mean and variance models (Q291103) (← links)
- Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models (Q2116337) (← links)
- Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981) (← links)
- A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (Q5861023) (← links)
