☆
4.0
Article
A mixed portmanteau test for ARMA-GARCH models by the quasi-maximum exponential likelihood estimation approach
JOURNAL OF TIME SERIES ANALYSIS (2013)
Rate this paper
The primary rating indicates the level of overall quality for the paper. Secondary ratings independently reflect strengths or weaknesses of the paper.
Discover Peeref hubs
Discuss science. Find collaborators. Network.
Join a conversationAsk a Question. Answer a Question.
Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.
Get Started