Conrad, C., & Schienle, M. (2020). Testing for an omitted multiplicative long-term component in GARCH models. Journal of business & economic statistics, 38(2), . https://doi.org/10.1080/07350015.2018.1482759
Chicago Style (17th ed.) CitationConrad, Christian, and Melanie Schienle. "Testing for an Omitted Multiplicative Long-term Component in GARCH Models." Journal of Business & Economic Statistics 38, no. 2 (2020). https://doi.org/10.1080/07350015.2018.1482759.
MLA (9th ed.) CitationConrad, Christian, and Melanie Schienle. "Testing for an Omitted Multiplicative Long-term Component in GARCH Models." Journal of Business & Economic Statistics, vol. 38, no. 2, 2020, https://doi.org/10.1080/07350015.2018.1482759.
Warning: These citations may not always be 100% accurate.