This article is cited in 2 papers

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

The residual empirical distribution function in GARCH(1,1) and its application in hypothesis testing

A. E. Vyazilov

M. V. Lomonosov Moscow State University

MSC: Primary 62F03; Secondary 62E99

Accepted: 21.07.1999

DOI: 10.4213/rm195

 English version: Russian Mathematical Surveys, 1999, 54:4, 856–857

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