GARCH Robustness: Raw vs Standardized Residual LR Statistics
Paper 2potential
Source
thesis-tests/tests/potential/test_tsallis_tails.pypython thesis-tests/tests/potential/test_tsallis_tails.py --figuresthesis-tests/tests/potential/test_tsallis_tails.pypython thesis-tests/tests/potential/test_tsallis_tails.py --figures