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A TEST OF THE GARCH(1, 1) SPEC...
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Economic complexity : chaos, sunspots, bubbles and nonlinearity; Proceedings of the fourth International Symposium in Economic Theory and Econometrics
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Evidence of nonlinearity in the trade-by-trade stock market return generating process
Hinich, Melvin J.
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Economic complexity : chaos, sunspots, bubbles and …
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(pp. 383-409)
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1989
Persistent link: https://www.econbiz.de/10001275388
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Detecting epochs of transient dependence in white noise
Hinich, Melvin J.
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Patterson, Douglas M.
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Money, measurement and computation
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(pp. 61-75)
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2006
Persistent link: https://www.econbiz.de/10003356929
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