A Model Specification Test For GARCH(1,1) Processes
Leucht, Anne; Kreiss, J.-P.; Neumann, M.H. (2015): A Model Specification Test For GARCH(1,1) Processes, in: Scandinavian Journal of Statistics, Jg. 42, S. 1167–1193, doi: 10.1111/sjos.12158.
Author:
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Title of the Journal:
Scandinavian Journal of Statistics
ISSN:
0303-6898
Year of publication:
2015
Volume:
42
Pages:
Language:
English
DOI:
URL:
Type:
Article
URI:
Activation date:
March 10, 2020

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