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Testing for nonlinearity in conditional covariances

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https://hal-univ-paris8.archives-ouvertes.fr/hal-02879361
Contributor : Haki Shtalbi <>
Submitted on : Tuesday, June 23, 2020 - 5:56:33 PM
Last modification on : Wednesday, June 24, 2020 - 3:34:36 AM

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Bilel Sanhaji. Testing for nonlinearity in conditional covariances. Journal of Time Series Econometrics, De Gruyter, 2017, 9, ⟨10.1515/jtse-2016-0010⟩. ⟨hal-02879361⟩

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