Testing constancy of unconditional variance in volatility models by misspecification and specification tests (Q2691672)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing constancy of unconditional variance in volatility models by misspecification and specification tests |
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests (English)
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30 March 2023
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autoregressive conditional heteroskedasticity
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modeling volatility
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testing parameter constancy
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time-varying GARCH
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