AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM

An improved generalized spectral test for conditional mean models in time series with conditional heteroskedasticity of unknown form

Hong, Yongmiao, (2007)

Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form

Hong, Yongmiao, (2005)

Specification Testing for Multivariate Time Series Volatility Models

Lee, Yoon-Jin, (2004)