Pages that link to "Item:Q503569"
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The following pages link to Tests for conditional ellipticity in multivariate GARCH models (Q503569):
Displaying 6 items.
- Estimation risk for the VaR of portfolios driven by semi-parametric multivariate models (Q1644252) (← links)
- Testing the existence of moments for GARCH processes (Q2116322) (← links)
- Testing for spherical and elliptical symmetry (Q2201558) (← links)
- A new class of tests for multinormality with i.i.d. And garch data based on the empirical moment generating function (Q2273163) (← links)
- Inferential procedures based on the integrated empirical characteristic function (Q2324329) (← links)
- Goodness‐of‐fit tests for the multivariate Student‐<i>t</i> distribution based on i.i.d. data, and for GARCH observations (Q6194056) (← links)
