Pages that link to "Item:Q4416013"

The following pages link to Residual‐based diagnostics for conditional heteroscedasticity models (Q4416013):

Displaying 16 items.

• Inference for the autocovariance of a functional time series under conditional heteroscedasticity (Q91428) (← links)
• Matrix exponential GARCH (Q278044) (← links)
• Testing conditional asymmetry: a residual-based approach (Q310968) (← links)
• A modified residual-based test for serial correlation in linear panel data models (Q403516) (← links)
• Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423) (← links)
• Diagnostic checking for conditional heteroscedasticity models (Q625886) (← links)
• Evaluating multiplicative error models: a residual-based approach (Q830601) (← links)
• Testing for multivariate autoregressive conditional heteroskedasticity using wavelets (Q1010560) (← links)
• Diagnostics for conditional heteroscedasticity models: some simulation results. (Q1418612) (← links)
• On matricial measures of dependence in vector ARCH models with applications to diagnostic checking (Q1770073) (← links)
• A residual-based test for multivariate GARCH models using transformed quadratic residuals (Q1984480) (← links)
• Asymptotic variance of test statistics in the ML and QML frameworks (Q2223179) (← links)
• Residual-based rank specification tests for AR-GARCH type models (Q2343810) (← links)
• A Multivariate Threshold Varying Conditional Correlations Model (Q3404109) (← links)
• Time series models for realized covariance matrices based on the matrix-F distribution (Q5066772) (← links)
• Tests for conditional heteroscedasticity of functional data (Q5135320) (← links)