A goodness-of-fit test for ARCH(\(\infty\)) models
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Publication:289186
DOI10.1016/j.jeconom.2006.11.005zbMath1420.62384OpenAlexW2009611139MaRDI QIDQ289186
Paolo Zaffaroni, Javier Hidalgo
Publication date: 27 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.11.005
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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