A goodness-of-fit test for ARCH(\(\infty\)) models (Q289186)
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scientific article; zbMATH DE number 6586834
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| default for all languages | No label defined |
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| English | A goodness-of-fit test for ARCH(\(\infty\)) models |
scientific article; zbMATH DE number 6586834 |
Statements
A goodness-of-fit test for ARCH(\(\infty\)) models (English)
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27 May 2016
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GARCH models
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model specification
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bootstrap tests
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0.8468409776687622
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0.8187932968139648
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0.814734160900116
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0.81142657995224
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0.8105629682540894
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