Goodness-of-fit tests for Log-GARCH and EGARCH models
Crossref DOI link: https://doi.org/10.1007/s11749-016-0506-2
Published Online: 2016-10-06
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Francq, Christian http://orcid.org/0000-0002-1458-0267
Wintenberger, Olivier
Zakoïan, Jean-Michel
Funding for this research was provided by:
Labex Ecodec
License valid from 2016-10-06