Misspecification tests for periodic long memory GARCH models (Q257484)
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scientific article; zbMATH DE number 6557218
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| English | Misspecification tests for periodic long memory GARCH models |
scientific article; zbMATH DE number 6557218 |
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Misspecification tests for periodic long memory GARCH models (English)
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17 March 2016
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long memory
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generalized long memory GARCH models
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PLM-GARCH models
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misspecification tests
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0.8023005127906799
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0.7956039905548096
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0.7901728749275208
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0.7869974374771118
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0.7841801047325134
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