Diagnostic checking for GARCH-type models (Q4921650)
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scientific article; zbMATH DE number 6162330
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Diagnostic checking for GARCH-type models |
scientific article; zbMATH DE number 6162330 |
Statements
Diagnostic Checking for GARCH-Type Models (English)
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13 May 2013
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diagnostic checking
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GARCH
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M-estimator
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residual autocorrelation
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0.8608112931251526
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0.84064120054245
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0.8351646065711975
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0.8206790089607239
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0.8182205557823181
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