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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina, Teräsvirta, TimoLanguage:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.1515/snde-2015-0033
Date:
January, 2016
File:
PDF, 1.85 MB
english, 2016