Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360)
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scientific article; zbMATH DE number 6852281
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| English | Goodness-of-fit tests for Log-GARCH and EGARCH models |
scientific article; zbMATH DE number 6852281 |
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Goodness-of-fit tests for Log-GARCH and EGARCH models (English)
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23 March 2018
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EGARCH
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LM tests
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invertibility of time series models
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Log-GARCH
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Portmanteau tests
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quasi-maximum likelihood
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