"Testing for nonlinearity in mean and volatility for heteroskedastic models."

Cathy W. S. Chen, Richard Gerlach, Amanda P. J. Tai (2008)

Details and statistics

DOI: 10.1016/J.MATCOM.2008.01.044

access: closed

type: Journal Article

metadata version: 2020-03-04

a service of  Schloss Dagstuhl - Leibniz Center for Informatics