Diagnosing the distribution of GARCH innovations

Research output: Contribution to journal › Article › Academic › peer-review

33 Citations (Scopus)

Original language	English
Pages (from-to)	287-303
Number of pages	17
Journal	Journal of Empirical Finance
Volume	29
DOIs	https://doi.org/10.1016/j.jempfin.2014.08.005
Publication status	Published - 2014

Research programs

@article{c382b22030fc4787ad984e9712b38f33,

title = "Diagnosing the distribution of GARCH innovations",

author = "P Sun and Chen Zhou",

year = "2014",

doi = "10.1016/j.jempfin.2014.08.005",

language = "English",

volume = "29",

pages = "287--303",

journal = "Journal of Empirical Finance",

issn = "0927-5398",

publisher = "Elsevier",

}