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Detecting nonlinearity in time series : surrogate and bootstrap approaches
Hinich, Melvin J. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 9 (2005) 4, pp. 1-13
Persistent link: https://www.econbiz.de/10003284297
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GARCH inadequacy for modelling exchange rates : empirical evidence from Latin America
Bonilla, Claudio A.; Romero-Meza, Rafael; Hinich, Melvin J. - In: Applied economics 39 (2007) 19/21, pp. 2529-2533
Persistent link: https://www.econbiz.de/10003608191
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Statistical inadequacy of GARCH models for Asian stock markets : evidence and implications
Lim, Kian-Ping; Hinich, Melvin J.; Liew, Venus Khim-sen - In: Journal of emerging market finance 4 (2005) 3, pp. 263-279
Persistent link: https://www.econbiz.de/10003255763