Testing the Nullity of GARCH Coefficients: Correction of the Standard Tests and Relative Efficiency Comparisons
Year of publication: |
2009
|
---|---|
Authors: | Francq, Christian ; Zakoïan, Jean-Michel |
Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 104.2009, 485, p. 313-324
|
Publisher: |
American Statistical Association |
Saved in:
freely available
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