Empirical characteristic function tests for GARCH innovation distribution using multipliers

  • María Dolores Jiménez-Gamero, Juan Carlos Pardo-Fernández
  • Journal of Statistical Computation and Simulation, April 2017, Taylor & Francis
  • DOI: 10.1080/00949655.2017.1313254

The authors haven't finished explaining this publication. If you are the author, sign in to claim or explain your work.

Read Publication

http://dx.doi.org/10.1080/00949655.2017.1313254

The following have contributed to this page: M. Dolores Jiménez-Gamero