Testing GARCH-X type models
Year of publication: |
2019
|
---|---|
Authors: | Pedersen, Rasmus Søndergaard ; Rahbek, Anders |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 35.2019, 5, p. 1012-1047
|
Subject: | Statistischer Test | Statistical test |
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