Empirical characteristic function tests for GARCH innovation distribution using multipliers
- Jiménez-Gamero, M.D.
- Pardo-Fernández, J.C.
ISSN: 1563-5163, 0094-9655
Year of publication: 2017
Volume: 87
Issue: 10
Pages: 2069-2093
Type: Article
ISSN: 1563-5163, 0094-9655
Year of publication: 2017
Volume: 87
Issue: 10
Pages: 2069-2093
Type: Article