Geodesic
The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 54 (1999) no. 4, pp. 856-857

Voir la notice de l'article provenant de la source Math-Net.Ru

@article{RM_1999_54_4_a19,
     author = {A. E. Vyazilov},
     title = {The residual empirical distribution function in {GARCH(1,1)} and its application in hypothesis testing},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {856--857},
     publisher = {mathdoc},
     volume = {54},
     number = {4},
     year = {1999},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_1999_54_4_a19/}
}
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  - 
%0 Journal Article
%A A. E. Vyazilov
%T The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing
%J Trudy Matematicheskogo Instituta imeni V.A. Steklova
%D 1999
%P 856-857
%V 54
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/RM_1999_54_4_a19/
%G en
%F RM_1999_54_4_a19
A. E. Vyazilov. The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 54 (1999) no. 4, pp. 856-857. http://geodesic.mathdoc.fr/item/RM_1999_54_4_a19/