Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Number of items: 2.

8 October 2013

Chen, Min and Zhu, Ke (2013): Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations.

1 June 2014

Chen, Min and Zhu, Ke (2014): Sign-based specification tests for martingale difference with conditional heteroscedasity.

This list was generated on Wed Oct 23 00:42:39 2019 CEST.
UB_LMU-Logo
MPRA is a RePEc service hosted by
the Munich University Library in Germany.