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On Jarque–Bera normality and cusum parameter change tests for BCTT-GARCH models

✍ Scribed by Lee, Taewook

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A note on Jarque–Bera normality test for

✍ Taewook Lee 📂 Article 📅 2012 🏛 Elsevier 🌐 English ⚖ 253 KB

On the cusum of squares test for varianc

✍ Sangyeol Lee; Okyoung Na; Seongryong Na 📂 Article 📅 2003 🏛 Springer Japan 🌐 English ⚖ 822 KB