TESTING GARCH-X TYPE MODELS (Q5243487)
From MaRDI portal
scientific article; zbMATH DE number 7131189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | TESTING GARCH-X TYPE MODELS |
scientific article; zbMATH DE number 7131189 |
Statements
TESTING GARCH-X TYPE MODELS (English)
0 references
18 November 2019
0 references
GARCH-X type models
0 references
Student's \(t\)-distributed innovations
0 references
0 references
0 references
0 references
0 references
