Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Year of publication: |
2000
|
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Authors: | Brooks, Chris ; Henry, Ólan Thomas John |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 67.2000, 3, p. 245-251
|
Subject: | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
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