First-order Asymptotic Theory for Parametric Misspecification Tests of GARCH Models

Andreea Halunga, Chris D. Orme

Research output: Contribution to journalArticle

10 Citations (Scopus)
Original languageEnglish
Pages (from-to)364-410
JournalEconometric Theory
Volume25
Issue number2
DOIs
Publication statusPublished - Apr 2009

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