A Model Specification Test For GARCH(1,1) Processes
Author(s): | Leucht, Anne ![]() |
Title of the Journal: | Scandinavian Journal of Statistics |
ISSN: | 03036898 |
Year of publication: | 2015 |
Volume: | 42 |
Pages: | 1167-1193 |
Language(s): | English |
DOI: | 10.1111/sjos.12158 |
URL: | http://www.scopus.com/inward/record.url?eid=2-s... |
Type: | Article |
URI: | https://fis.uni-bamberg.de/handle/uniba/47472 |
Release Date: | 10. March 2020 |