Diagnostic Tests of GARCH Against E-GARCH

Shiqing Ling; Michael Mcaleer

Diagnostic Tests of GARCH Against E-GARCH

Shiqing Ling, Michael Mcaleer

UWA Business School

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

Original language	English
Title of host publication	Modelling the Dynamics of Natural, Agricultural, Tourism and Socio-economic Systems
Editors	L. Oxley, F. Scrimgeour, M. McAleer
Place of Publication	Perth, Australia
Publisher	Modelling and Simulation Society of Australia
Pages	195-300
Volume	2
Edition	Hamilton, New Zealand
ISBN (Print)	0864229496
Publication status	Published - 1999
Event	Diagnostic Tests of GARCH Against E-GARCH - Hamilton, New Zealand Duration: 1 Jan 1999 → …

Conference

Conference	Diagnostic Tests of GARCH Against E-GARCH
Period	1/01/99 → …

Cite this

@inproceedings{f923ca558e084cd18e96797fee8fac94,

title = "Diagnostic Tests of GARCH Against E-GARCH",

author = "Shiqing Ling and Michael Mcaleer",

year = "1999",

language = "English",

isbn = "0864229496",

volume = "2",

pages = "195--300",

editor = "L. Oxley and F. Scrimgeour and M. McAleer",

booktitle = "Modelling the Dynamics of Natural, Agricultural, Tourism and Socio-economic Systems",

publisher = "Modelling and Simulation Society of Australia",

edition = "Hamilton, New Zealand",

note = "Diagnostic Tests of GARCH Against E-GARCH ; Conference date: 01-01-1999",

}

Diagnostic Tests of GARCH Against E-GARCH. / Ling, Shiqing; Mcaleer, Michael.
Modelling the Dynamics of Natural, Agricultural, Tourism and Socio-economic Systems. ed. / L. Oxley; F. Scrimgeour; M. McAleer. Vol. 2 Hamilton, New Zealand. ed. Perth, Australia: Modelling and Simulation Society of Australia, 1999. p. 195-300.

Research output: Chapter in Book/Conference paper › Conference paper › peer-review

TY - GEN

T1 - Diagnostic Tests of GARCH Against E-GARCH

AU - Ling, Shiqing

AU - Mcaleer, Michael

PY - 1999

Y1 - 1999

M3 - Conference paper

SN - 0864229496

VL - 2

SP - 195

EP - 300

BT - Modelling the Dynamics of Natural, Agricultural, Tourism and Socio-economic Systems

A2 - Oxley, L.

A2 - Scrimgeour, F.

A2 - McAleer, M.

PB - Modelling and Simulation Society of Australia

CY - Perth, Australia

T2 - Diagnostic Tests of GARCH Against E-GARCH

Y2 - 1 January 1999

ER -