A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data
Bernard Lejeune
| Year of publication: |
2009
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|---|---|
| Authors: | Lejeune, Bernard |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 2, p. 507-523
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| Subject: | Heteroskedastizität | Heteroscedasticity |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003856832