A unified approach to standardized-residuals-based correlation tests for GARCH-type models

Journal of Applied Econometrics

Volumn 23, Issue 1, 2008, Pages 111-133

  Chen, YI Ting ^a  

^a INSTITUTE OF ECONOMICS   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 51449103349     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.985     Document Type: Article

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