Specification tests for the error distribution in GARCH models (Q1927139)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Specification tests for the error distribution in GARCH models
scientific article

    Statements

    Specification tests for the error distribution in GARCH models (English)
    0 references
    0 references
    0 references
    0 references
    30 December 2012
    0 references
    goodness-of-fit test
    0 references
    symmetry test
    0 references
    empirical characteristic function
    0 references
    bootstrap test
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references