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

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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
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  Data: TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL.
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  Data: <searchLink fieldCode="AR" term="%22Ma%2C+Yaolan%22">Ma, Yaolan</searchLink><relatesTo>1</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Zhou%2C+Mo%22">Zhou, Mo</searchLink><relatesTo>2</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Peng%2C+Liang%22">Peng, Liang</searchLink><relatesTo>3</relatesTo> (AUTHOR)<br /><searchLink fieldCode="AR" term="%22Zhang%2C+Rongmao%22">Zhang, Rongmao</searchLink><relatesTo>4</relatesTo> (AUTHOR)<i> rmzhang@zju.edu.cn</i>
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  Data: <searchLink fieldCode="JN" term="%22Econometric+Theory%22">Econometric Theory</searchLink>. Jun2022, Vol. 38 Issue 3, p536-561. 26p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=msf&AN=157407953
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      – Type: doi
        Value: 10.1017/S0266466621000244
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      – Code: eng
        Text: English
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        PageCount: 26
        StartPage: 536
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      – TitleFull: TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL.
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            NameFull: Ma, Yaolan
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            NameFull: Zhou, Mo
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            NameFull: Peng, Liang
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            – D: 01
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              Text: Jun2022
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              Y: 2022
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              Value: 38
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            – TitleFull: Econometric Theory
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