Corrected LM goodness-of-fit tests with applicaton to stock returns

Corrected LM goodness-of-fit tests with applicaton to stock returns

Bibliographic Details
Main Author: Percy, Edward Richard, Jr.
Language:English
Published: The Ohio State University / OhioLINK 2006
Subjects:
Goodness-of-Fit Tests
Hypothesis Testing
Computational Techniques
Model Evaluation and Testing
Density Estimation
Symmetric Stable Distribution
Generalized Student-t Distribution
Generalized Error Distribution
Mixture of Gaussian Distributions
Online Access:http://rave.ohiolink.edu/etdc/view?acc_num=osu1134416514

Internet

http://rave.ohiolink.edu/etdc/view?acc_num=osu1134416514

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