Empirical characteristic function tests for GARCH innovation distribution using multipliers
- Jiménez-Gamero, M.D.
- Pardo-Fernández, J.C.
ISSN: 1563-5163, 0094-9655
Année de publication: 2017
Volumen: 87
Número: 10
Pages: 2069-2093
Type: Article
Revue:
Journal of Statistical Computation and Simulation