Diagnostic Test for Garch Models Based on Absolute Residual Autocorrelations

Pakistan Journal of Statistics and Operation Research - Pakistan
doi 10.18187/pjsor.v9i2.612
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Pakistan Journal of Statistics and Operation Research

Related search

Garch Effects on a Test of Cointegration

Review of Quantitative Finance and Accounting
AccountingManagementFinanceBusiness
1994English

Empirical Analysis of Chinese Stock Market Volatility Based on GARCH Models and Markov Switching Models

2019English

Asymptotics for Parametric GARCH-in-Mean Models

SSRN Electronic Journal
2015English

On the Forecasting Accuracy of Multivariate GARCH Models

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2011English

Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets

SSRN Electronic Journal
2014English

Residual Iterative Method for Solving Absolute Value Equations

Abstract and Applied Analysis
Applied MathematicsAnalysis
2012English

Semiparametric Estimation of Multivariate GARCH Models

SSRN Electronic Journal
2015English

A Residual-Based Cointegration Test for Near Unit Root Variables

SSRN Electronic Journal
2007English

Regression Test Selection Based on UML Models

English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy