A Model Specification Test For GARCH(1,1) Processes

Leucht, Anne; Kreiss, J.-P.; Neumann, M.H.
In: Scandinavian Journal of Statistics. 42 (2015), p. 1167-1193
DOI: 10.1111/sjos.12158

Author(s):	Leucht, Anne ; Kreiss, J.-P.; Neumann, M.H.
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