Misspecification testing for the conditional distribution model in GARCH-type processes
Matteo Grigoletto and Corrado Provasi
| Year of publication: |
2009
|
|---|---|
| Authors: | Grigoletto, Matteo ; Provasi, Corrado |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 1/3, p. 209-224
|
| Subject: | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Induktive Statistik | Statistical inference | Bootstrap-Verfahren | Bootstrap approach | Euro | Kapitaleinkommen | Capital income | Theorie | Theory | EU-Staaten | EU countries | Japan |
| 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/10003800726