A robust LR test for the GARCH model
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference11 articles.
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4. Autoregressive conditional heteroscedasticity with estimates of the variance of united kingdom inflation;Engle;Econometrica,1982
5. Asymptotic theory for a vector ARMA-GARCH model;Ling;Econometric Theory,2003
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