Test for Zero Median of Errors in an ARMA-GARCH Model

Y. Ma; M. Zhou; L. Peng; R. Zhang

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Citation Details

Test for Zero Median of Errors in an ARMA-GARCH Model

Award ID(s):: 2012448

PAR ID:: 10340875

Author(s) / Creator(s):: Y. Ma; M. Zhou; L. Peng; R. Zhang

Date Published:: 2022-01-01

Journal Name:: Econometric theory

Volume:: 38

ISSN:: 1469-4360

Page Range / eLocation ID:: 536–561

Format(s):: Medium: X

Sponsoring Org:: National Science Foundation

Free Publicly Accessible Full Text
Accepted Manuscript1.0
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