Diagnostic Test for the Two-step Estimators of Heavy-tailed GARCH Models

FENG Mu, WANG Meng, GONG Chaoting

Acta Mathematicae Applicatae Sinica ›› 2018, Vol. 41 ›› Issue (1) : 55-70.

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Acta Mathematicae Applicatae Sinica ›› 2018, Vol. 41 ›› Issue (1) : 55-70. DOI: 10.12387/C2018005

Diagnostic Test for the Two-step Estimators of Heavy-tailed GARCH Models

  • FENG Mu1, WANG Meng2, GONG Chaoting3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2018, 41(1): 55-70 https://doi.org/10.12387/C2018005

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