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

István Berkes, Lajos Horváth, Piotr Kokoszka

Research output: Contribution to journalArticleResearchpeer-review

Original languageEnglish
Pages (from-to)1-17
JournalLithuanian mathematical journal
Volume44
Publication statusPublished - 2004

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