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





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...
Document Type: Article
URI: https://fis.uni-bamberg.de/handle/uniba/47472
Release Date: 10. March 2020