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type_genre:"Non-commercial literature"
~language:"eng"
~person:"Rahbek, Anders"
~subject:"Nichtparametrisches Verfahren"
~subject:"Specification test"
~type_genre:"Graue Literatur"
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Nichtparametrisches Verfahren
Specification test
ARCH model
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ARCH-Modell
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Bootstrap
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Bootstrap approach
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Bootstrap-Verfahren
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Cramérvon Mises test
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Estimation theory
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GARCH model
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Kolmogorov-Smirnov test
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Marked empirical process
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Modellierung
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Nonparametric statistics
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Nuisance parameters on the boundary
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Schätztheorie
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Scientific modelling
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Statistical test
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Statistischer Test
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Non-commercial literature
Graue Literatur
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English
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Rahbek, Anders
Bech, Katarzyna
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Birke, Melanie
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Cavaliere, Giuseppe
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Hillier, Grant H.
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Neumeyer, Natalie
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Perera, Indeewara
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Discussion papers / Department of Economics, University of Copenhagen
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ECONIS (ZBW)
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Specification tests for GARCH processes
Cavaliere, Giuseppe
;
Perera, Indeewara
;
Rahbek, Anders
-
2021
Persistent link: https://www.econbiz.de/10012627489
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