In this article, we study goodness of fit tests for some distributions of the innovations which are usually adopted to explain the behavior of financial time series. Inference is developed in the context of GARCH-type models. Functional bootstrap tests are employed, assuming that the conditional...

Here we examine using the algebraic software "Mathematica" for computing the moments of the order statistics of several frequently used distribution functions, specifically those for the extreme-value Weibull, double Weibull, logistic and Cauchy distributions. These are illustrated in obtaining...