Massimiliano Caporin, Francesco Lisi. Misspecification tests for periodic long memory GARCH models. Statistical Methods and Applications, 19(1):47-62, 2010. [doi]
@article{CaporinL10,
title = {Misspecification tests for periodic long memory GARCH models},
author = {Massimiliano Caporin and Francesco Lisi},
year = {2010},
doi = {10.1007/s10260-009-0118-z},
url = {http://dx.doi.org/10.1007/s10260-009-0118-z},
tags = {testing},
researchr = {https://researchr.org/publication/CaporinL10},
cites = {0},
citedby = {0},
journal = {Statistical Methods and Applications},
volume = {19},
number = {1},
pages = {47-62},
}