A simple approach to standardized-residuals-based higher-moment tests
Year of publication: |
2012
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Authors: | Chen, Yi-ting |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 19.2012, 4, p. 427-453
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Subject: | Conditional distribution | Estimation effect | GARCH-type models | Higher-moment tests | Standardized errors | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Statistischer Test | Statistical test | Schätzung | Estimation |
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