A weighted goodness-of-fit test for GARCH (1,1) specification

István Berkes, Lajos Horváth, Piotr Kokoszka

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1-17
Journal	Lithuanian Mathematical Journal
Volume	44
Publication status	Published - 2004

Cite this

@article{140de16816fc4fad83551a9bb15d2280,

title = "A weighted goodness-of-fit test for GARCH (1,1) specification",

author = "Istv{\'a}n Berkes and Lajos Horv{\'a}th and Piotr Kokoszka",

year = "2004",

language = "English",

volume = "44",

pages = "1--17",

journal = "Lithuanian Mathematical Journal",

issn = "1573-8825",

publisher = "Springer Nature Switzerland AG",

}