On score vector- and residual-based CUSUM tests in ARMA–GARCH models
Crossref DOI link: https://doi.org/10.1007/s10260-017-0408-9
Published Online: 2017-11-03
Published Print: 2018-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Oh, Haejune
Lee, Sangyeol
Funding for this research was provided by:
National Research Foundation of Korea (2015R1A2A2A01003894)
Text and Data Mining valid from 2017-11-03