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Nominal exchange rate regimes and the stochastic behaviour of real variables
Caporale, Guglielmo Maria,
The BDS test as a test for the adequacy of a GARCH (1,1) specification: A Monte Carlo study
Caporale, Guglielmo Maria, (2004)
Robustness of the CUSUM and CUSUM-of-squares tests to serial correlation, endogeneity and lack of Structural invariance: Some Monte Carlo evidence