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

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