TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL.

Saved in:

Bibliographic Details
Title:	TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL.
Authors:	Ma, Yaolan¹ (AUTHOR), Zhou, Mo² (AUTHOR), Peng, Liang³ (AUTHOR), Zhang, Rongmao⁴ (AUTHOR) rmzhang@zju.edu.cn
Source:	Econometric Theory. Jun2022, Vol. 38 Issue 3, p536-561. 26p.
Database:	Mathematics Source

Description
ISSN:	02664666
DOI:	10.1017/S0266466621000244