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Goodness-of-fit tests for extended Log-GARCH models - MaRDI portal

Goodness-of-fit tests for extended Log-GARCH models

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Publication:6269525

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DOI10.1007/S11749-016-0506-2arXiv1601.05560MaRDI QIDQ6269525

Jean-Michel Zakoian, Olivier Wintenberger, Christian Francq

Publication date: 21 January 2016

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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