p-values of Vuong 73’s likelihood ratio test comparing the GARCH(1, 1) with (14) versus the seven models.
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https://figshare.com/articles/dataset/_i_p_i_-values_of_Vuong_73_s_likelihood_ratio_test_comparing_the_GARCH_1_1_with_14_versus_the_seven_models_/13043721
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p-values of Vuong 73’s likelihood ratio test comparing the GARCH(1, 1) with (14) versus the seven models.
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2020-10-02



