The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing

Russian Mathematical Surveys

Volumn 54, Issue 4, 1999, Pages 856-857

  Vyazilov, A E ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033275497     PISSN: 00360279     EISSN: 14684829     Source Type: Journal    
DOI: 10.1070/RM1999v054n04ABEH000195     Document Type: Article

References (13)

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