Specification Tests for Time Series Models with GARCH-Type Conditional Variance
Year of publication: |
2018
|
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Authors: | Perera, Indeewara |
Other Persons: | Silvapulle, Mervyn J (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (56 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 16, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3141822 [DOI] |
Classification: | C52 - Model Evaluation and Testing ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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