Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models

by Chris Brooks & Olan T. Henry

Year of publication:	1999
Authors:	Brooks, Chris ; Henry, Ólan Thomas John
Publisher:	Parkville, Victoria
Subject:	ARCH-Modell \| ARCH model \| Schätztheorie \| Estimation theory \| Nichtlineare Regression \| Nonlinear regression \| Statistischer Test \| Statistical test

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