A note on Portmanteau tests for conditional heteroscedastistic models
Year of publication: |
2020
|
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Authors: | Ben, Youhong ; Jiang, Feiyu |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 192.2020, p. 1-5
|
Subject: | GARCH | Conditional heteroscedastistic models | Non-standard asymptotics | Parameter on the boundary | Portmanteau test | Theorie | Theory | ARCH-Modell | ARCH model | Statistischer Test | Statistical test |
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