CUSUM test for general nonlinear integer-valued GARCH models: comparison study
Crossref DOI link: https://doi.org/10.1007/s10463-018-0676-7
Published Online: 2018-06-23
Published Print: 2019-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lee, Youngmi
Lee, Sangyeol
Text and Data Mining valid from 2018-06-23
Article History
Received: 9 July 2017
Revised: 31 May 2018
First Online: 23 June 2018