On the Independence of the Standardized One-Step-Ahead Prediction Errors in Arch Models
Year of publication: |
2009
|
---|---|
Authors: | Degiannakis, Stavros Antonios ; Xekalaki, Evdokia |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
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