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Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas, Flachaire, Emmanuel, Péguin-Feissolle, AnneLanguage:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.1515/snde-2017-0069
Date:
July, 2018
File:
PDF, 893 KB
english, 2018