A goodness-of-fit test for ARCH models
| Year of publication: |
2007
|
|---|---|
| Authors: | Hidalgo, Javier ; Zaffaroni, Paolo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 141.2007, 2, p. 835-875
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