Diagnostic Checking for GARCH-Type Models
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Publication:4921650
DOI10.1080/03610926.2011.588366zbMath1347.62037MaRDI QIDQ4921650
Publication date: 13 May 2013
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.588366
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F05: Asymptotic properties of parametric tests
Related Items
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