Authors: Grigoletto, Matteo Provasi, Corrado

Citation: Grigoletto, Matteo et Provasi, Corrado, Misspecification testing for the conditional distribution model in GARCH-type processes, Econometric reviews , 28(1-3), 2008, pp. 209-224

Authors: Grigoletto, Matteo

Citation: Matteo Grigoletto, Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes., Journal of the italian statistical society, 7(3), 1998, pp. 285-295