Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models
Crossref DOI link: https://doi.org/10.1007/s11425-016-9321-x
Published Online: 2019-09-25
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Liu, Xiaoqian
Song, Xinyuan
Zhou, Yong
Text and Data Mining valid from 2019-09-25
Version of Record valid from 2019-09-25
Article History
Received: 28 May 2016
Accepted: 1 May 2018
First Online: 25 September 2019