Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796)
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: Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models |
scientific article; zbMATH DE number 7300893
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models |
scientific article; zbMATH DE number 7300893 |
Statements
Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (English)
0 references
25 January 2021
0 references
GARCH model
0 references
goodness-of-fit test
0 references
Bierens characterization
0 references
conditional duration model
0 references
weighted bootstrap
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8485416173934937
0 references
0.8468409776687622
0 references
0.8426399230957031
0 references
0.8306592106819153
0 references
0.8293272256851196
0 references
