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. |
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| 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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