Diagnostic Checking for GARCH-Type Models

Iqbal, Farhat . Communications in Statistics: Theory and Methods 2013. 42 (6) :934-953

Locate this article in:

Bibtex

@article{CIS-264272,
  Author = {Iqbal, Farhat},
  Title = {Diagnostic Checking for GARCH-Type Models},
  Journal = {Communications in Statistics: Theory and Methods},
  Volume = {42},
  Number = {6},
  Year = {2013},
  Pages = {934--953},
  Keywords = {Preservation, log-concave, reversed hazard rate order, IRMR, Reversed mean residual life order, TP2 functions, GARCH, M-estimator, Residual autocorrelation}
}

Similar articles