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A TEST OF THE GARCH(1, 1) SPEC...
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Rusticelli, Elena
Ashley, Richard A.
96
Patterson, Douglas M.
44
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17
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A New Bispectral Test for Nonlinear Serial Dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
-
Department of Economics, Virginia Polytechnic Institute …
-
2006
Persistent link: https://www.econbiz.de/10005704248
Saved in:
2
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
Saved in:
3
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
-
2006
Persistent link: https://www.econbiz.de/10003617229
Saved in:
4
A New Bispectral Test for NonLinear Serial Dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2008
)
1
,
pp. 279-294
Persistent link: https://www.econbiz.de/10009266571
Saved in:
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