On Jarque-Bera normality and cusum parameter change tests for BCTT-GARCH models
Taewook Lee
| Year of publication: |
2013
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| Authors: | Lee, Taewook |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 119.2013, 1, p. 50-54
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| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009727047