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~person:"Caporale, Guglielmo Maria"
~person:"Haas, Markus"
~subject:"Monte Carlo simulation"
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Haas, Markus
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The BDS test as a test for the adequacy of a GARCH(1,1) specification : a Monte Carlo study
Caporale, Guglielmo Maria
;
Ntantamis, Christos
; …
-
2004
Persistent link: https://www.econbiz.de/10002068650
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