A New Class of Characteristic-Function-Based Distribution Tests and Its Application to GARCH Model

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/58615

Title:	A New Class of Characteristic-Function-Based Distribution Tests and Its Application to GARCH Model
Authors:	Chen, Y-T
Issue Date:	2002
Conference:	The 70th Annual Conference of the Japan Statistical Society (Tokyo,Japan)
URI:	http://ir.sinica.edu.tw/handle/201000000A/58615
Appears in Collections:	經濟研究所

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