Testing multivariate distributions in GARCH models (Q291099)
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scientific article; zbMATH DE number 6589659
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| English | Testing multivariate distributions in GARCH models |
scientific article; zbMATH DE number 6589659 |
Statements
Testing multivariate distributions in GARCH models (English)
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6 June 2016
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K-transformation
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Brownian motion
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distribution-free tests
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multivariate normality
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multivariate \(t\)
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GARCH
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0.8258078694343567
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0.8224188685417175
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0.7978883981704712
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0.7973889112472534
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0.7955822944641113
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