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A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models.

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Bibliographic Details
Title: A robust goodness-of-fit test for generalized autoregressive conditional heteroscedastic models.
Authors: Zheng, Yao1 yaozheng@connect.hku.hk, Li, Wai Keung1 yaozheng@connect.hku.hk, Li, Guodong1 yaozheng@connect.hku.hk
Source: Biometrika. Mar2018, Vol. 105 Issue 1, p73-89. 17p.
Database: Mathematics Source
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Description
ISSN:00063444
DOI:10.1093/biomet/asx063