Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples
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سال
: 2013شناسه الکترونیک: 10.1007/s00180-012-0325-1
کلیدواژه(گان): Artificial neural network (ANN),BDS test,Bootstrap,Response surface
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:
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Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples
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| contributor author | Pérez - Andrada | |
| date accessioned | 2020-03-11T15:33:23Z | |
| date available | 2020-03-11T15:33:23Z | |
| date issued | 2013 | |
| identifier issn | 0943-4062 | |
| identifier other | 10.1007-s00180-012-0325-1.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/578042 | |
| format | general | |
| language | English | |
| publisher | Springer-Verlag | |
| title | Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 4431194 | |
| subject keywords | Artificial neural network (ANN) | |
| subject keywords | BDS test | |
| subject keywords | Bootstrap | |
| subject keywords | Response surface | |
| identifier doi | 10.1007/s00180-012-0325-1 | |
| journal title | Computational Statistics | |
| journal volume | 28 | |
| journal issue | 2 | |
| filesize | 974381 | |
| citations | 0 |