TY  - JOUR
AU  - A. E. Vyazilov
TI  - The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing
JO  - Trudy Matematicheskogo Instituta imeni V.A. Steklova
PY  - 1999
SP  - 856
EP  - 857
VL  - 54
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/RM_1999_54_4_a19/
LA  - en
ID  - RM_1999_54_4_a19
ER  -