Testing multivariate distributions in GARCH models
| Year of publication: |
2008
|
|---|---|
| Authors: | Bai, Jushan ; Chen, Zhihong |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 143.2008, 1, p. 19-36
|
| Publisher: |
Elsevier |