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                                       Details for article 4 of 20 found articles
 
 
  A Weighted Goodness-of-Fit Test for {\rm GARCH}(1,1) Specification
 
 
Title: A Weighted Goodness-of-Fit Test for {\rm GARCH}(1,1) Specification
Author: I. Berkes
L. Horváth
P. Kokoszka
Appeared in: Lithuanian mathematical journal
Paging: Volume 44 (2004) nr. 1 pages 17 p.
Year: 2004-01/03-/03
Contents:
Publisher: Kluwer Academic/Plenum Publishers, New York, U.S.A.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 4 of 20 found articles
 
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