Characterizations of multinormality and corresponding tests of fit, including for GARCH models
Norbert Henze, M. Dolores Jiménez–Gamero, Simos G. Meintanis
| Year of publication: |
2019
|
|---|---|
| Authors: | Henze, Norbert ; Jiménez-Gamero, M. Dolores ; Meintanis, Simos G. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 35.2019, 3, p. 510-546
|
| Subject: | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466618000154 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012146149