CUSUM test for general nonlinear integer-valued GARCH models: comparison study

By Youngmi Lee, Sangyeol Lee. Annals of the Institute of Statistical Mathematics, 2018

48 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/0680a86c8be837cf7b27b0f0df607bfeb79f5963