Portmanteau Goodness-of-Fit Test for Asymmetric Power GARCH Models

Michel Carbon and Christian Francq
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Michel Carbon: ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - Groupe ENSAE-ENSAI - Groupe des Écoles Nationales d'Économie et Statistique

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Date: 2011
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Published in Austrian Journal of Statistics, 2011

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Working Paper: Portmanteau goodness-of-fit test for asymmetric power GARCH models (2010)
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