✦ LIBER ✦

Specification tests for the error distribution in GARCH models

✍ Scribed by B. Klar; F. Lindner; S.G. Meintanis

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Specification tests for the response dis

✍ Bernhard Klar; Simos G. Meintanis 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 261 KB

Distribution-free specification tests fo

✍ Miguel A. Delgado; Javier Hidalgo; Carlos Velasco 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 306 KB

Tests for the error distribution in nonp

✍ Marie Hušková; Simos G. Meintanis 📂 Article 📅 2008 🏛 CrossRef test prefix 🌐 English ⚖ 477 KB

BOOTSTRAP TESTS FOR THE ERROR DISTRIBUTI

✍ Natalie Neumeyer; Holger Dette; Eva-Renate Nagel 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 235 KB

Testing for parameter constancy in GARCH

✍ Istvan Berkes; Lajos Horváth; Piotr Kokoszka 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 226 KB

A robust LR test for the GARCH model

✍ Thomas Busch 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 97 KB