FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (Q3632429)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS |
scientific article |
Statements
FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (English)
0 references
11 June 2009
0 references
0 references
0 references
0 references
0 references
0.90537375
0 references
0.90030533
0 references
0.89725935
0 references
0.89696074
0 references
0.8940857
0 references
0.8940767
0 references
0.89342433
0 references
0.88988614
0 references
0.8843379
0 references
0.8830724
0 references
