Testing for misspecification in the short-run component of GARCH-type models

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Publication:2691778

DOI10.1515/SNDE-2017-0069OpenAlexW2811162705WikidataQ129575422 ScholiaQ129575422MaRDI QIDQ2691778

Thomas Chuffart, Anne Peguin-Feissolle, Emmanuel Flachaire

Publication date: 30 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2017-0069







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