Score Tests for Hyperbolic GARCH Models

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Journal of Business & Economic Statistics, Vol. 29, Iss. 4, 2011-10 ,pp. : 579-586

Taylor & Francis Ltd

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Bispectral-Based Goodness-of-Fit Tests of Gaussianity and Linearity of Stationary Time Series

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Communications in Statistics: Theory and Methods, Vol. 37, Iss. 20, 2008-12 ,pp. : 3216-3227

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A comparison of Bayesian model selection based on MCMC with an application to GARCH-type models

By Miazhynskaia Tatiana   Dorffner Georg  

Statistical Papers, Vol. 47, Iss. 4, 2006-10 ,pp. : 525-549

Springer Publishing Company

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Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals

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Journal of Statistical Computation and Simulation, Vol. 74, Iss. 7, 2004-07 ,pp. : 469-485

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Influential observations in GARCH models

By Zevallos Mauricio   Hotta Luiz K.  

Journal of Statistical Computation and Simulation, Vol. 82, Iss. 11, 2012-11 ,pp. : 1571-1589

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