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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
Cover Image
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