Testing multivariate distributions in GARCH models
Year of publication: |
2008
|
---|---|
Authors: | Bai, Jushan ; Chen, Zhihong |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 143.2008, 1, p. 19-36
|
Subject: | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution |
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