Serial independence tests for innovations of conditional mean and variance models
Crossref DOI link: https://doi.org/10.1007/s11749-016-0521-3
Published Online: 2016-12-21
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ghoudi, Kilani
RĂ©millard, Bruno
Funding for this research was provided by:
Natural Sciences and Engineering Research Council of Canada (RGPIN/04430-2014)
License valid from 2016-12-21