Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models

✍ Scribed by Chris Brooks; Ólan T Henry

• Book ID: 117331760
• Publisher: Elsevier Science
• Year: 2000
• Tongue: English
• Weight: 55 KB
• Volume: 67
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/s0165-1765(00)00212-3