Monitoring distributional changes of squared residuals in GARCH models
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Publication:2980065
DOI10.1080/03610926.2014.995819zbMath1360.62094OpenAlexW2526346181MaRDI QIDQ2980065
Peiyan Qi, Zheng Tian, Zhanshou Chen, Fuxiao Li
Publication date: 27 April 2017
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2014.995819
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Cites Work
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