A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach
Article first published online: 24 OCT 2012
© 2012 Wiley Publishing Ltd
Journal of Time Series Analysis
Volume 34, Issue 2, pages 230–237, March 2013
How to Cite
Zhu, Ke. (2013), A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach. Journal of Time Series Analysis, 34: 230–237. doi: 10.1111/jtsa.12007
- Issue published online: 21 FEB 2013
- Article first published online: 24 OCT 2012
- First version received August 2012
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