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Artificial regression testing in the GARCH-in-mean model
Lucchetti, Riccardo
;
Rossi, Eduardo
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 306-322
Persistent link: https://www.econbiz.de/10003209125
Saved in:
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Artificial regression testing in the GARCH-in-mean model
Lucchetti, Riccardo
;
Rossi, Eduardo
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 306-322
Persistent link: https://www.econbiz.de/10007429840
Saved in:
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