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Behaviour of skewness, kurtosis and normality tests in long memory data
Boutahar, Mohamed
- In:
Statistical Methods and Applications
19
(
2010
)
2
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pp. 193-215
Persistent link: https://www.econbiz.de/10008486569
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Fractionally integrated time varying GARCH model
Nasr, Adnen Ben
;
Boutahar, Mohamed
;
Trabelsi, Abdelwahed
- In:
Statistical Methods and Applications
19
(
2010
)
3
,
pp. 399-430
Persistent link: https://www.econbiz.de/10008673839
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