First order asymptotic theory for parametric misspecification tests of GARCH models
| Year of publication: |
2007
|
|---|---|
| Authors: | Halunga, Andreea ; Orme, Chris D. |
| Institutions: | School of Economics, University of Manchester |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10005702870