Empirical likelihood test for the application of swqmele in fitting an arma‐garch model
| Year of publication: |
2020
|
|---|---|
| Authors: | Zhou, Mo ; Peng, Liang ; Zhang, Rongmao |
| Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 42.2020, 2 (18.10.), p. 222-239
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/jtsa.12563 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012410058