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~isPartOf:"Applied economics letters"
~isPartOf:"MPRA Paper"
~person:"Hatemi-J, Abdulnasser"
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Hatemi-J, Abdulnasser
Chang, Tsangyao
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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A New Asymmetric GARCH Model:
Testing
, Estimation and Application
Hatemi-J, Abdulnasser
-
Volkswirtschaftliche Fakultät, …
-
2013
shocks from the negative ones in the ARCH modeling approach. A test statistic is suggested for
testing
the null hypothesis of …
Persistent link: https://www.econbiz.de/10011112499
Saved in:
2
A test for multivariate ARCH effects
Hacker, R. Scott
;
Hatemi-J, Abdulnasser
- In:
Applied economics letters
12
(
2005
)
7
,
pp. 411-417
Persistent link: https://www.econbiz.de/10002937921
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