A unified approach to standardized-residuals-based correlation tests for GARCH-type models
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Yi-Ting |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 23.2008, 1, p. 111-134
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