chen-appendix
Creators:
Yi-Ting Chen
From the dataset abstract
In this paper, we propose a unified approach to generating standardized-residuals-based correlation tests for checking GARCH-type models. This approach is valid in the presence of...
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Metadata
Field | Value |
---|---|
Format | unknown |
License | CC-BY 4.0 |
URL | https://journaldata.zbw.eu/dataset/45a0f050-4d70-4ee3-a575-e63788ab49f3/resource/b54d70e2-7a36-4488-aec2-37dc42783142/download/chen-appendix |
Last updated | November 15, 2022 |
Created | November 15, 2022 |