A unified approach to standardized-residuals-based correlation tests for GARCH-type models
Yi-Ting Chen
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Yi-ting |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 23.2008, 1, p. 111-133
|
| Subject: | ARCH-Modell | ARCH model | Korrelation | Correlation | Statistischer Test | Statistical test |
| 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/10003682856