https://scholars.lib.ntu.edu.tw/handle/123456789/526241
Title: | A unified approach to standardized-residuals-based correlation tests for GARCH-type models | Authors: | YI-TING CHEN | Issue Date: | 2008 | Journal Volume: | 23 | Journal Issue: | 1 | Start page/Pages: | 111-133 | Source: | Journal of Applied Econometrics | URI: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-51449103349&doi=10.1002%2fjae.985&partnerID=40&md5=7ac9362d965a542b947044982b6dbdac https://scholars.lib.ntu.edu.tw/handle/123456789/526241 |
DOI: | 10.1002/jae.985 |
Appears in Collections: | 財務金融學系 |
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