Can portmanteau nonlinearity tests serve as general mis-specification tests? - Evidence from symmetric and asymmetric GARCH models
| Year of publication: |
2000
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|---|---|
| Authors: | Brooks, C. ; Henry, O.T. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 67.2000, 3, p. 245-252
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