Conrad, C., & Schienle, M. (2015). Misspecification testing in GARCH-MIDAS models. Discussion paper series.
Chicago Style (17th ed.) CitationConrad, Christian, and Melanie Schienle. "Misspecification Testing in GARCH-MIDAS Models." Discussion Paper Series 2015.
MLA (9th ed.) CitationConrad, Christian, and Melanie Schienle. "Misspecification Testing in GARCH-MIDAS Models." Discussion Paper Series, 2015.
Warning: These citations may not always be 100% accurate.