Statistical inference for multivariate residual copula of GARCH models (Q3600720)
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scientific article; zbMATH DE number 5503180
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| English | Statistical inference for multivariate residual copula of GARCH models |
scientific article; zbMATH DE number 5503180 |
Statements
5 February 2009
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copula
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GARCH
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goodness-of-fit test
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pseudo maximum likelihood estimation
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residual empirical distribution
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0.7975872755050659
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0.7961358428001404
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0.7911273837089539
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0.7908626794815063
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