Artificial regression testing in the GARCH-in-mean model
| Year of publication: |
2005
|
|---|---|
| Authors: | Lucchetti, Riccardo ; Rossi, Eduardo |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 8.2005, 3, p. 306-322
|