Hira L. Koul, Xiaoqing Zhu. Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models. J. Multivariate Analysis, 137:141-160, 2015. [doi]
@article{KoulZ15,
title = {Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models},
author = {Hira L. Koul and Xiaoqing Zhu},
year = {2015},
doi = {10.1016/j.jmva.2015.02.009},
url = {http://dx.doi.org/10.1016/j.jmva.2015.02.009},
researchr = {https://researchr.org/publication/KoulZ15},
cites = {0},
citedby = {0},
journal = {J. Multivariate Analysis},
volume = {137},
pages = {141-160},
}