First order asymptotic theory for parametric misspecification tests of GARCH models
Andreea Halunga and
Chris Orme ()
The School of Economics Discussion Paper Series from Economics, The University of Manchester
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Journal Article: FIRST-ORDER ASYMPTOTIC THEORY FOR PARAMETRIC MISSPECIFICATION TESTS OF GARCH MODELS (2009)
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Persistent link: https://EconPapers.repec.org/RePEc:man:sespap:0721
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