Monitoring distributional changes of squared residuals in GARCH models
Li, Fuxiao, Tian, Zheng, Chen, Zhanshou, Qi, PeiyanLanguage:
english
Journal:
Communications in Statistics - Theory and Methods
DOI:
10.1080/03610926.2014.995819
Date:
February, 2016
File:
PDF, 375 KB
english, 2016