{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,5,21]],"date-time":"2024-05-21T17:18:06Z","timestamp":1716311886842},"reference-count":28,"publisher":"Informa UK Limited","issue":"1","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Communications in Statistics - Simulation and Computation"],"published-print":{"date-parts":[[2008,11,21]]},"DOI":"10.1080\/03610910802395653","type":"journal-article","created":{"date-parts":[[2008,11,2]],"date-time":"2008-11-02T04:25:20Z","timestamp":1225599920000},"page":"31-45","source":"Crossref","is-referenced-by-count":7,"title":["Misspecification and Domain Issues in Fitting Garch(1, 1) Models: A Monte Carlo Investigation"],"prefix":"10.1080","volume":"38","author":[{"given":"Fabio","family":"Bellini","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Leonardo","family":"Bottolo","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"301","reference":[{"key":"CIT0001","volume-title":"Handbook of Mathematical Functions","author":"Abramowitz M.","year":"1970"},{"key":"CIT0002","doi-asserted-by":"publisher","DOI":"10.1016\/j.csda.2006.01.006"},{"key":"CIT0003","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9892.00245"},{"key":"CIT0004","doi-asserted-by":"publisher","DOI":"10.1016\/j.spl.2007.02.012"},{"key":"CIT0005","doi-asserted-by":"publisher","DOI":"10.3150\/bj\/1068128975"},{"key":"CIT0006","first-page":"409","volume-title":"Fields Institute Communications","volume":"19","author":"Berkes I.","year":"2004"},{"key":"CIT0007","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(86)90063-1"},{"key":"CIT0008","doi-asserted-by":"publisher","DOI":"10.2307\/1925546"},{"key":"CIT0009","doi-asserted-by":"publisher","DOI":"10.1080\/07474939208800229"},{"key":"CIT0010","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(92)90064-X"},{"key":"CIT0011","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176989526"},{"key":"CIT0012","doi-asserted-by":"publisher","DOI":"10.1016\/0927-5398(93)90006-D"},{"key":"CIT0013","doi-asserted-by":"publisher","DOI":"10.2307\/1391236"},{"key":"CIT0014","doi-asserted-by":"publisher","DOI":"10.1093\/jjfinec\/nbh009"},{"key":"CIT0015","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600008215"},{"key":"CIT0016","doi-asserted-by":"publisher","DOI":"10.2307\/1392516"},{"key":"CIT0017","doi-asserted-by":"publisher","DOI":"10.2307\/2171862"},{"key":"CIT0018","first-page":"185","volume-title":"Extreme Values in Finance, Telecommunications and the Environment","author":"Mikosch T.","year":"2004"},{"key":"CIT0019","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4149(02)00097-2"},{"key":"CIT0020","first-page":"41","volume":"2","author":"Mikosch T.","year":"2004","journal-title":"RevStat Statistical Journal"},{"key":"CIT0021","doi-asserted-by":"publisher","DOI":"10.1162\/003465304323023886"},{"key":"CIT0022","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(01)00089-6"},{"key":"CIT0024","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600005296"},{"key":"CIT0025","doi-asserted-by":"publisher","DOI":"10.2307\/2938260"},{"key":"CIT0026","doi-asserted-by":"publisher","DOI":"10.2307\/2171754"},{"key":"CIT0027","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(01)00092-6"},{"key":"CIT0028","volume-title":"UCSD GARCH Toolbox","author":"Sheppard K.","year":"2002"},{"key":"CIT0030","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4899-3324-9","volume-title":"Density Estimation for Statistics and Data Analysis","author":"Silverman B. W.","year":"1986"}],"container-title":["Communications in Statistics - Simulation and Computation"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/03610910802395653","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,18]],"date-time":"2017-06-18T09:04:37Z","timestamp":1497776677000},"score":1,"resource":{"primary":{"URL":"http:\/\/www.tandfonline.com\/doi\/abs\/10.1080\/03610910802395653"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2008,11,21]]},"references-count":28,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2008,11,21]]}},"alternative-id":["10.1080\/03610910802395653"],"URL":"https:\/\/doi.org\/10.1080\/03610910802395653","relation":{},"ISSN":["0361-0918","1532-4141"],"issn-type":[{"value":"0361-0918","type":"print"},{"value":"1532-4141","type":"electronic"}],"subject":[],"published":{"date-parts":[[2008,11,21]]}}}