A unified approach to standardized-resid
✍
Yi-Ting Chen
📂
Article
📅
2008
🏛
John Wiley and Sons
🌐
English
⚖ 220 KB
## Abstract In this paper, we propose a unified approach to generating standardized‐residuals‐based correlation tests for checking GARCH‐type models. This approach is valid in the presence of estimation uncertainty, is robust to various standardized error distributions, and is applicable to testing