Diagnostic checking of multivariate time series GARCH-type models (Q3014846)
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scientific article; zbMATH DE number 5926566
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| default for all languages | No label defined |
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| English | Diagnostic checking of multivariate time series GARCH-type models |
scientific article; zbMATH DE number 5926566 |
Statements
19 July 2011
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maximin test
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score type test
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0.8969008922576904
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0.877343475818634
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0.8625966906547546
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0.8535177707672119
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