Type of publication: Book / Working Paper
Language: English
Notes:
Francq, Christian and Zakoian, Jean-Michel (2008): Testing the nullity of GARCH coefficients : correction of the standard tests and relative efficiency comparisons.
Classification: C12 - Hypothesis Testing ; C22 - Time-Series Models ; C01 - Econometrics
Source:
BASE
Persistent link: https://www.econbiz.de/10015217815