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Horváth, Lajos
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1
Testing goodness of fit based on densities of
GARCH
innovations
Horváth, Lajos
;
Zitikis, Ričardas
- In:
Econometric theory
22
(
2006
)
3
,
pp. 457-482
Persistent link: https://www.econbiz.de/10003307486
Saved in:
2
Sequential change-point detection in
Garch
(p,q) models
Berkes, István
;
Gombay, Edit
;
Horváth, Lajos
; …
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1140-1167
Persistent link: https://www.econbiz.de/10002424888
Saved in:
3
Asymptotics for
GARCH
squared residual correlations
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 515-540
Persistent link: https://www.econbiz.de/10001777176
Saved in:
4
Estimation of the maximal moment exponent of a
GARCH
(1,1) sequence
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10001777182
Saved in:
5
Large sample distribution of weighted sums of ARCH(p) squared residual correlations
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
17
(
2001
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10001568398
Saved in:
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