A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach
| Year of publication: |
2013
|
|---|---|
| Authors: | Zhu, Ke. |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 34.2013, 2, p. 230-237
|
| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010642580