NONLINEARITIES AND GARCH INADEQUACY FOR MODELING STOCK MARKET RETURNS: EMPIRICAL EVIDENCE FROM LATIN AMERICA
| Year of publication: |
2010
|
|---|---|
| Authors: | Bonilla, Claudio A. ; Romero-Meza, Rafael ; Maquieira, Carlos |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 14122339. - Vol. 15.2010, 5 (13.7.), p. 713-725
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