Falsifying ARCH/GARCH Models Using Bispectral Based Tests (Q3622068)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Falsifying ARCH/GARCH Models Using Bispectral Based Tests |
scientific article |
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Falsifying ARCH/GARCH Models Using Bispectral Based Tests (English)
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23 April 2009
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bispectrum
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reversibility
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trimming
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