Moment condition tests for heavy tailed time series
Year of publication: |
2013
|
---|---|
Authors: | Hill, Jonathan B. ; Aguilar, Mike |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 172.2013, 2, p. 255-274
|
Saved in:
Saved in favorites
Similar items by person
-
Robust score and portmanteau tests of volatility spillover
Aguilar, Mike, (2015)
-
Moment condition tests for heavy tailed time series
Hill, Jonathan B., (2013)
-
Moment condition tests for heavy tailed time series
Hill, Jonathan B., (2013)
- More ...