Artificial regression testing in the GARCH-in-mean model
Year of publication: |
2004
|
---|---|
Authors: | Lucchetti, Riccardo ; Rossi, Eduardo |
Publisher: |
Pavia : Università degli Studi di Pavia, Dipartimento di Economia Politica e Metodi Quantitativi (EPMQ) |
Subject: | ARCH-Modell | Regression | Statistischer Test |
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