p-values of Amisano and Giacomini 74’s likelihood ratio test for the left (right in brackets) tails comparing the GARCH(1, 1) with (14) versus the seven models.
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p-values of Amisano and Giacomini 74’s likelihood ratio test for the left (right in brackets) tails comparing the GARCH(1, 1) with (14) versus the seven models.
创建时间：
2020-10-02
