中国科学院数学与系统科学研究院期刊网
Diagnostic Test for the Two-step Estimators of Heavy-tailed GARCH Models
FENG Mu, WANG Meng, GONG Chaoting
Acta Mathematicae Applicatae Sinica . 2018, (1): 55 -70 .  DOI: 10.12387/C2018005