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Diagnostic Checking for GARCH-Type Models

✍ Scribed by Iqbal, Farhat

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Diagnostic checking for conditional hete

✍ JianHong Wu; LiXing Zhu 📂 Article 📅 2010 🏛 SP Science China Press 🌐 English ⚖ 282 KB

A METHOD FOR DIAGNOSTIC CHECKING OF TIME

✍ Per Hokstad 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 299 KB

GARCH-type Models with Generalized Secan

✍ Palmitesta, Paola; Provasi, Corrado 📂 Article 📅 2004 🏛 The Berkeley Electronic Press,Walter de Gruyter Gm 🌐 English ⚖ 303 KB

DIAGNOSTIC CHECKING OF PERIODIC AUTOREGR

✍ A. I. McLeod 📂 Article 📅 1995 🏛 John Wiley and Sons 🌐 English ⚖ 67 KB

Influence diagnostics for multivariate G

✍ Jonathan Dark; Xibin Zhang; Nan Qu 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 634 KB

Analytical Score for Multivariate GARCH

✍ Riccardo Lucchetti 📂 Article 📅 2002 🏛 Springer US 🌐 English ⚖ 88 KB