Misspecification Testing in GARCH-MIDAS Models

Misspecification Testing in GARCH-MIDAS Models
Author :
Publisher :
Total Pages :
Release :
ISBN-10 : OCLC:1190393488
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Misspecification Testing in GARCH-MIDAS Models by : Christian Conrad

Download or read book Misspecification Testing in GARCH-MIDAS Models written by Christian Conrad and published by . This book was released on 2015 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Misspecification Testing in GARCH-MIDAS Models Related Books

Misspecification Testing in GARCH-MIDAS Models
Language: en
Pages:
Authors: Christian Conrad
Categories:
Type: BOOK - Published: 2015 - Publisher:

GET EBOOK

Financial Mathematics, Volatility and Covariance Modelling
Language: en
Pages: 344
Authors: Julien Chevallier
Categories: Business & Economics
Type: BOOK - Published: 2019-06-28 - Publisher: Routledge

GET EBOOK

This book provides an up-to-date series of advanced chapters on applied financial econometric techniques pertaining the various fields of commodities finance, m
Omitted Variables and Misspecification Testing Using Auxiliary Regressions
Language: en
Pages: 40
Authors: Aris Spanos
Categories:
Type: BOOK - Published: 1985 - Publisher:

GET EBOOK

Comparison of Misspecification Tests Designed for Non-linear Time Series Models
Language: en
Pages:
Authors: Leena Kalliovirta
Categories:
Type: BOOK - Published: 2010 - Publisher:

GET EBOOK

Misspecification Testing in a Class of Conditional Distributional Models
Language: en
Pages: 0
Authors: Christoph Rothe
Categories:
Type: BOOK - Published: 2011 - Publisher:

GET EBOOK