Comparison of specification tests for GARCH models

Kilani Ghoudi, Bruno RĂ©millard. 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 RĂ©millard},
  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},
}