Test for zero median of errors in an ARMA-GARCH model
Yaolan Ma, Mo Zhou, Liang Peng, Rongmao Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Ma, Yaolan ; Zhou, Mohan ; Peng, Liang ; Zhang, Rongmao |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 38.2022, 3, p. 536-561
|
| Subject: | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | ARMA-Modell | ARMA model | Statistischer Fehler | Statistical error | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466621000244 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013269973