Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (Q3615085)
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scientific article; zbMATH DE number 5529887
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| English | Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes |
scientific article; zbMATH DE number 5529887 |
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Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes (English)
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17 March 2009
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bootstrap
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functional tests
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GARCH model
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goodness of fit
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0.93113697
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0.9259776
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0.9094169
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0.90938425
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0.89696074
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0.89604026
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