Testing the equality of error distributions from k independent GARCH models

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Cyhoeddwyd yn:	arXiv.org (Dec 4, 2008), p. n/a
Prif Awdur:	Chandra, Ajay
Cyhoeddwyd:	Cornell University Library, arXiv.org
Pynciau:	Monte Carlo simulation Stochastic models Regression analysis Economic models Statistical methods Null hypothesis Asymptotic properties Autoregressive models Stock exchanges Statistical tests Distribution functions Computer simulation
Mynediad Ar-lein:	Citation/Abstract Full text outside of ProQuest
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!

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