Browsing by Subject Nonlinearities, BDS Test, Nuisance-Parameter Free Property, Monte Carlo Analysis,
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
---|---|---|
2004 | The Bds Test As A Test For The Adequacy Of A Garch(1,1) Specification: A Monte Carlo Study | Caporale, GM; Ntantamis, C; Pantelidis, T; Pittis, N |