"Specification tests for the error distribution in GARCH models."

Bernhard Klar, Franziska Lindner, Simos G. Meintanis (2012)

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DOI: 10.1016/J.CSDA.2010.05.029

access: closed

type: Journal Article

metadata version: 2021-01-05

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Bernhard Klar, Franziska Lindner, Simos G. Meintanis:
Specification tests for the error distribution in GARCH models. Comput. Stat. Data Anal. 56(11): 3587-3598 (2012)

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