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The effect of the GARCH(1, 1) on autocorrelation tests in dynamic systems of equations
Mantalos, Panagiotis, Shukur *, GhaziVolume:
37
Language:
english
Journal:
Applied Economics
DOI:
10.1080/00036840500118804
Date:
September, 2005
File:
PDF, 144 KB
english, 2005