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Bootstrapping the transformed goodness-of-fit test on heavy..:
Wang, Xuqin
;
Li, Muyi
Computational Statistics & Data Analysis. 184 (2023) - p. 107744 , 2023
Link:
https://doi.org/10.1016/j.csda.2023.107744
RT Journal T1 <Title>Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.csda.2023.107744&Exemplar=1&LAN=DE A1 Wang, Xuqin A1 Li, Muyi PB Elsevier BV YR 2023 SN 0167-9473 JF Computational Statistics & Data Analysis VO 184 SP 107744 LK http://dx.doi.org/https://doi.org/10.1016/j.csda.2023.107744 DO https://doi.org/10.1016/j.csda.2023.107744 SF ELIB - SuUB Bremen
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