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~institution:"Institut für Höhere Studien und Wissenschaftliche Forschung"
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Institut für Höhere Studien und Wissenschaftliche Forschung
Economics and Finance Section, School of Social Sciences, Brunel University
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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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
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2004
Persistent link: https://www.econbiz.de/10004864709
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