Research graph
References from Spectral tests of the martingale hypothesis under conditional heteroscedasticity. Local targets link to admitted publications; unresolved targets remain external evidence.
Goodness of fit tests for spectral distributions
10.1214/aos/1176349153 · 1993 · External reference
Adequacy of asymptotic theory for goodness-of-fit criteria for spectral distributions
10.1111/j.1467-9892.1996.tb00292.x · 1996 · External reference
Unresolved reference
1968 · External reference
Stationarity of GARCH processes and of some non-negative time series
10.1016/0304-4076(92)90067-2 · 1992 · External reference
Unresolved reference
1991 · External reference
10.1086/261569
10.1086/261569 · External reference
Unresolved reference
External reference
On the relation between GARCH and stable processes
10.1016/0304-4076(91)90066-m · 1991 · External reference
Spectral based testing of the martingale hypothesis
10.1016/0304-4076(91)90025-9 · 1991 · External reference
Unresolved reference
1996 · External reference
Unresolved reference
1957 · External reference
On limit theorems of quadratic functions of a discrete time series
10.1214/aoms/1177690885 · 1972 · External reference
Stationarity and persistence in the GARCH(1, 1) model
10.1017/s0266466600005296 · 1990 · External reference
Statistical aspects of ARCH and stochastic volatility
1996 · External reference
Unresolved reference
1974 · External reference
Unresolved reference
1996 · External reference
