Diagnostic checking of the vector multiplicative error model (Q1660140)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Diagnostic checking of the vector multiplicative error model |
scientific article; zbMATH DE number 6918655
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Diagnostic checking of the vector multiplicative error model |
scientific article; zbMATH DE number 6918655 |
Statements
Diagnostic checking of the vector multiplicative error model (English)
0 references
15 August 2018
0 references
multivariate portmanteau test
0 references
autoregressive conditional duration
0 references
GARCH model
0 references
realized volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8964597582817078
0 references
0.8492092490196228
0 references
0.8337041139602661
0 references
0.8107787370681763
0 references
