Testing the Mixture of Distributions Hypothesis Using

By J. Luu, M. Martens. 2002

66 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/cf43056018d126d25925a24b1220d6bf7697cdd0

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1. Stavros Degiannakis *
2. Evdokia Xekalaki
3. George Filis
4. R. Brooks
5. Rustam Boldanov
6. Nikolaos Antonakakis
7. D. Broadstock
8. Wensheng Kang

Citations in the corpus

• Autoregressive Conditional Heteroscedasticity (ARCH) Models: A Review (2004, methodology): “Consistency and Asymptotic Normality of the Quasi- maximum Likelihood Estimator in IGARCH(1,1) and Covariance Stationary GARCH(1,1) models, Econometrica, 64:3, 575-596 Luu, J.C. and M. Martens (2002).”