✦ LIBER ✦

Diagnostic checking for conditional heteroscedasticity models

✍ Scribed by JianHong Wu; LiXing Zhu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Residual-based diagnostics for condition

✍ Y. K. Tse 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 84 KB

Heteroscedasticity checks for regression

✍ Lixing Zhu; Yasunori Fujikoshi; Kanta Naito 📂 Article 📅 2001 🏛 SP Science China Press 🌐 English ⚖ 905 KB

A diagnostic m-test for distributional s

✍ Bernard Lejeune 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 618 KB

Minimum distance conditional variance fu

✍ Nishantha Samarakoon; Weixing Song 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 329 KB

A Note on Diagnosing Multivariate Condit

✍ Y. K. Tse; A. K. C. Tsui 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 164 KB

Diagnostic Checking for GARCH-Type Model

✍ Iqbal, Farhat 📂 Article 📅 2013 🏛 Taylor and Francis Group 🌐 English ⚖ 285 KB