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"Estimating critical values for testing the i.i.d. in standardized ..."

Jorge V. Pérez-Rodríguez, Julián Andrada-Félix (2013)

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DOI: 10.1007/S00180-012-0325-1

access: closed

type: Journal Article

metadata version: 2020-10-26

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  - journals/cstat/Perez-Rodriguez13
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  - https://dblp.org/rec/journals/cstat/Perez-Rodriguez13
Jorge V. Pérez-Rodríguez, Julián Andrada-Félix:
Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples. Comput. Stat. 28(2): 701-734 (2013)

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