Diagnostics for conditional heteroscedasticity models: Some simulation results

10.1016/S0378-4754(03)00125-3

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Bibliographic Details
Main Author:	Tsui, A.K.
Other Authors:	ECONOMICS
Format:	Conference or Workshop Item
Published:	2011
Subjects:	GARCH models Residual-based diagnostics Simulation
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/19943
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-19943
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spelling	sg-nus-scholar.10635-199432023-10-30T21:48:41Z Diagnostics for conditional heteroscedasticity models: Some simulation results Tsui, A.K. ECONOMICS GARCH models Residual-based diagnostics Simulation 10.1016/S0378-4754(03)00125-3 Mathematics and Computers in Simulation 64 1 113-119 MCSID 2011-02-24T06:28:42Z 2011-02-24T06:28:42Z 2004 Conference Paper Tsui, A.K. (2004). Diagnostics for conditional heteroscedasticity models: Some simulation results. Mathematics and Computers in Simulation 64 (1) : 113-119. ScholarBank@NUS Repository. https://doi.org/10.1016/S0378-4754(03)00125-3 03784754 http://scholarbank.nus.edu.sg/handle/10635/19943 000187422700011 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	GARCH models Residual-based diagnostics Simulation
spellingShingle	GARCH models Residual-based diagnostics Simulation Tsui, A.K. Diagnostics for conditional heteroscedasticity models: Some simulation results
description	10.1016/S0378-4754(03)00125-3
author2	ECONOMICS
author_facet	ECONOMICS Tsui, A.K.
format	Conference or Workshop Item
author	Tsui, A.K.
author_sort	Tsui, A.K.
title	Diagnostics for conditional heteroscedasticity models: Some simulation results
title_short	Diagnostics for conditional heteroscedasticity models: Some simulation results
title_full	Diagnostics for conditional heteroscedasticity models: Some simulation results
title_fullStr	Diagnostics for conditional heteroscedasticity models: Some simulation results
title_full_unstemmed	Diagnostics for conditional heteroscedasticity models: Some simulation results
title_sort	diagnostics for conditional heteroscedasticity models: some simulation results
publishDate	2011
url	http://scholarbank.nus.edu.sg/handle/10635/19943
_version_	1781410097242570752

Diagnostics for conditional heteroscedasticity models: Some simulation results

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