Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes
| Year of publication: |
2009
|
|---|---|
| Authors: | Grigoletto, Matteo ; Provasi, Corrado |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 28.2009, 1, p. 209-224
|