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"Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH ..."

Xuqin Wang, Muyi Li (2023)

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DOI: 10.1016/J.CSDA.2023.107744

access: closed

type: Journal Article

metadata version: 2023-06-02

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Xuqin Wang, Muyi Li:
Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models. Comput. Stat. Data Anal. 184: 107744 (2023)

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