A unified approach to standardized-residuals-based correlation tests for GARCH-type models

Journal

Journal of Applied Econometrics

Journal Volume

23

Journal Issue

1

Pages

111-133

Date Issued

2008

Author(s)

DOI

10.1002/jae.985

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

Type

journal article