Residual-Based Rank Specification Tests for AR-GARCH Type Models
Year of publication: |
2013
|
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Authors: | Andreou, Elena |
Other Persons: | Werker, Bas J. M. (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Ranking-Verfahren | Ranking method | Statistischer Test | Statistical test | Modellierung | Scientific modelling | ARCH-Modell | ARCH model |
Extent: | 1 Online-Ressource (52 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 19, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2295906 [DOI] |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; C51 - Model Construction and Estimation ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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