A goodness-of-fit test for ARCH (∞) models
Javier Hidalgo, Paolo Zaffaroni
| Year of publication: |
2007
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|---|---|
| Authors: | Hidalgo, Javier ; Zaffaroni, Paolo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 141.2007, 2, p. 835-875
|
| Subject: | ARCH-Modell | ARCH model | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003571360