On testing the adequacy of stable processes under conditional heteroscedasticity
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference11 articles.
1. Estimation of stable-law parameters: a comparative study;Akgiray;Journal of Business and Economic Statistics,1989
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3. Fourier Analysis of Time Series: An Introduction;Bloomfield,1976
4. On estimation and testing goodness-of-fit for m-dependent stable sequences;Deo;Journal of Econometrics,2000
5. On the relation between GARCH and stable processes;de Vries;Journal of Econometrics,1991
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. One-step R-estimation in linear models with stable errors;Journal of Econometrics;2013-02
2. Estimation of stable distributions by indirect inference;Journal of Econometrics;2011-04
3. Estimation of Stable Distributions by Indirect Inference;SSRN Electronic Journal;2009
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