Score Tests for Hyperbolic GARCH Models
| Year of publication: |
2011
|
|---|---|
| Authors: | Li, Muyi ; Li, Guodong ; Li, Wai Keung |
| Published in: |
Journal of Business & Economic Statistics. - American Statistical Association. - Vol. 29.2011, 4, p. 579-586
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009358075