Testing for an Omitted Multiplicative Long-Term Component in GARCH Models
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Publication:6626297
DOI10.1080/07350015.2018.1482759zbMATH Open1547.62684MaRDI QIDQ6626297
Melanie Schienle, Christian Conrad
Publication date: 28 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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