A Lagrange multiplier test for GARCH models (Q1184755)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Lagrange multiplier test for GARCH models |
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A Lagrange multiplier test for GARCH models (English)
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28 June 1992
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Lagrange multiplier test
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testing white noise disturbances
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GARCH disturbances
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GARCH alternative
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ARCH alternative
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