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"Portmanteau Test for ARCH-Type Models by Using High-Frequency Data."

Yanshan Chen et al. (2024)

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DOI: 10.3390/AXIOMS13030141

access: open

type: Journal Article

metadata version: 2024-05-04

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  dblp key:
  - journals/axioms/ChenZDL24
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  - https://dblp.org/rec/journals/axioms/ChenZDL24
Yanshan Chen, Xingfa Zhang, Chunliang Deng, Yujiao Liu:
Portmanteau Test for ARCH-Type Models by Using High-Frequency Data. Axioms 13(3): 141 (2024)

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