A note on Jarque-Bera normality test for ARMA-GARCH innovations (Q744734)
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scientific article; zbMATH DE number 6347955
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| English | A note on Jarque-Bera normality test for ARMA-GARCH innovations |
scientific article; zbMATH DE number 6347955 |
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A note on Jarque-Bera normality test for ARMA-GARCH innovations (English)
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26 September 2014
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ARMA-GARCH model
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Jarque-Bera test
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normality test
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residual-based test
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skewness
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kurtosis
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0.955900490283966
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0.8846665620803833
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0.8581632971763611
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0.8394116163253784
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0.7914552092552185
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