Pages that link to "Item:Q1708360"
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The following pages link to Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360):
Displayed 6 items.
- Asymptotic normality of the MLE in the level-effect ARCH model (Q2066488) (← links)
- Portmanteau test for the asymmetric power GARCH model when the power is unknown (Q2151687) (← links)
- Goodness-of-fit tests for parametric specifications of conditionally heteroscedastic models (Q2220796) (← links)
- Editorial (Q5970291) (← links)
- Portmanteau test for a class of multivariate asymmetric power GARCH model (Q6134641) (← links)
- Exponential control of the trajectories of iterated function systems with application to semi-strong GARCH models (Q6148890) (← links)