Thomas Chuffart, Emmanuel Flachaire, Anne Peguin-Feissolle. Testing for misspecification in the short-run component of GARCH-type models.
Studies in Nonlinear Dynamics and Econometrics, MIT Press, 2018, 22 (5),
⟨10.1515/snde-2017-0069⟩.
⟨hal-02083772⟩