Maximum entropy test for GARCH models (Q1731233)
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scientific article; zbMATH DE number 7035595
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Maximum entropy test for GARCH models |
scientific article; zbMATH DE number 7035595 |
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Maximum entropy test for GARCH models (English)
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13 March 2019
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maximum entropy measure
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goodness of fit test
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GARCH models
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0.8548051118850708
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0.8161318302154541
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0.81006920337677
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0.803139865398407
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0.7986099720001221
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