Kilani Ghoudi, Bruno Rémillard. Comparison of specification tests for GARCH models. Computational Statistics & Data Analysis, 76:291-300, 2014. [doi]
@article{GhoudiR14,
title = {Comparison of specification tests for GARCH models},
author = {Kilani Ghoudi and Bruno Rémillard},
year = {2014},
doi = {10.1016/j.csda.2013.03.009},
url = {http://dx.doi.org/10.1016/j.csda.2013.03.009},
researchr = {https://researchr.org/publication/GhoudiR14},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {76},
pages = {291-300},
}