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Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes
Grigoletto, Matteo; Provasi, Corrado - In: Econometric reviews 28 (2009) 1, pp. 209-224
Persistent link: https://www.econbiz.de/10008160772
Cover Image
Misspecification Testing for the Conditional Distribution Model in GARCH-Type Processes
Grigoletto, Matteo; Provasi, Corrado - In: Econometric reviews 28 (2008) 1, pp. 209-225
Persistent link: https://www.econbiz.de/10009266575
Cover Image
Misspecification testing for the conditional distribution model in GARCH-type processes
Grigoletto, Matteo; Provasi, Corrado - In: Econometric reviews 28 (2009) 1/3, pp. 209-224
Persistent link: https://www.econbiz.de/10003800726