Pages that link to "Item:Q1927501"
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The following pages link to On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (Q1927501):
Displaying 9 items.
- Behaviour of skewness, kurtosis and normality tests in long memory data (Q257542) (← links)
- Testing normality: a GMM approach (Q261889) (← links)
- Indirect estimation of large conditionally heteroskedastic factor models, with an application to the Dow 30 stocks (Q295688) (← links)
- Normality test for multivariate conditional heteroskedastic dynamic regression models (Q533940) (← links)
- A note on Jarque-Bera normality test for ARMA-GARCH innovations (Q744734) (← links)
- Modelling asymmetric volatility dynamics by multivariate BL-GARCH models (Q1039975) (← links)
- The uncertainty of conditional returns, volatilities and correlations in DCC models (Q1659110) (← links)
- On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (Q1927501) (← links)
- Normality test in random coefficient autoregressive models (Q6124770) (← links)
