Diagnostics for conditional heteroscedasticity models: Some simulation results
10.1016/S0378-4754(03)00125-3
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Conference or Workshop Item |
| Published: |
2011
|
| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/19943 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |