Testing goodness of fit based on densities of GARCH innovations
Lajos Horváth; Ričardas Zitikis
| Year of publication: |
2006
|
|---|---|
| Authors: | Horváth, Lajos ; Zitikis, Ričardas |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 22.2006, 3, p. 457-482
|
| Subject: | ARCH-Modell | ARCH model | Statistischer Test | Statistical test | Zufallsvariable | Random variable |
| 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/10003307486