Testing the adequacy of GARCH-type models in time series (Q846855)
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scientific article; zbMATH DE number 5671313
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing the adequacy of GARCH-type models in time series |
scientific article; zbMATH DE number 5671313 |
Statements
Testing the adequacy of GARCH-type models in time series (English)
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12 February 2010
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maximin tests
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model diagnostics
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score type tests
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0.85544353723526
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0.8360635638237
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0.8351646065711975
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0.8124163746833801
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0.8096255660057068
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