OpenAlex
Minimum distance lack-of-fit tests under long memory errors
Work
Year: 2014
Type: article
Source: Metrika
Authors Hira L. Koul, Донатас Сургайлис, Nao Mimoto
Institutions Michigan State University, Vilnius University, University of Akron
Cites: 26
Cited by: 2
Related to: 10
FWCI:
Citation percentile (by year/subfield): 52.46
Topic: Financial Risk and Volatility Modeling
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Open Access status: closed