Testing the equality of error distributions from k independent GARCH models

Guardado en:

書目詳細資料
發表在:	arXiv.org (Dec 4, 2008), p. n/a
主要作者:	Chandra, Ajay
出版:	Cornell University Library, arXiv.org
主題:	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
在線閱讀:	Citation/Abstract Full text outside of ProQuest
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

成為第一個發表評論!