Joint and marginal specification tests for conditional mean and variance models
J. Carlos Escanciano
| Year of publication: |
2008
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|---|---|
| Authors: | Escanciano, J. Carlos |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 143.2008, 1, p. 74-87
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| Subject: | Statistischer Test | Statistical test | Modellierung | Scientific modelling | Bootstrap-Verfahren | Bootstrap approach | Volatilität | Volatility |
| 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/10003722592