Monitoring distributional changes of squared residuals in GARCH models
Work
Year: 2016
Type: article
Authors Fuxiao Li, Tian Zheng, Zhanshou Chen, Peiyan Qi
Institutions Xi'an University of Technology, State Key Laboratory of Remote Sensing Science, Qinghai Normal University
Cites: 28
Cited by: 1
Related to: 10
FWCI:
Citation percentile (by year/subfield): 53.21
Subfield: Finance
Domain: Social Sciences
Open Access status: closed