Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models |
scientific article |
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
