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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“. doi: 10.1111/sjos.12158.
Author:
Title of the Journal:
Scandinavian Journal of Statistics
ISSN:
03036898
Year of publication:
2015
Volume:
42
Pages:
Language:
English
DOI:
Type:
Article
published:
March 10, 2020
Permalink
https://fis.uni-bamberg.de/handle/uniba/47472