A simple approach to standardized-residuals-based higher-moment tests
Yi-Ting Chen
| Year of publication: |
2012
|
|---|---|
| Authors: | Chen, Yi-ting |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 4, p. 427-453
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| Subject: | Conditional distribution | Estimation effect | GARCH-type models | Higher-moment tests | Standardized errors | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Schätzung | Estimation | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009615672