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~subject:"Nichtlineare Regression"
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A TEST OF THE GARCH(1, 1) SPEC...
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A test of the GARCH (1,1) specification for daily stock returns
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Macroeconomic dynamics
14
(
2010
),
pp. 137-144
Persistent link: https://www.econbiz.de/10003981220
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
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3
Are technology shocks nonlinear?
Altuğ, Sumru
;
Ashley, Richard A.
;
Patterson, Douglas M.
- In:
Macroeconomic dynamics
3
(
1999
)
4
,
pp. 506-533
Persistent link: https://www.econbiz.de/10001618378
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4
The cross-sectional and cross-temporal universality of nonlinear serial dependencies : evidence from world stock indices and the Taiwan Stock Exchange
Ammermann, Peter A.
;
Patterson, Douglas M.
- In:
Pacific-Basin finance journal
11
(
2003
)
2
,
pp. 175-195
Persistent link: https://www.econbiz.de/10001758259
Saved in:
5
Comments on "A critical investigation on detrending procedures for nonlinear processes
Ashley, Richard A.
;
Verbrugge, Randal
- In:
Journal of macroeconomics
28
(
2006
)
1
,
pp. 192-194
Persistent link: https://www.econbiz.de/10003291161
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6
On the origins of conditional heteroscedasticity in time series
Ashley, Richard A.
- In:
The Korean economic review
28
(
2012
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10010192152
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