The BDS test as a test for the adequacy of a GARCH (1,1) specification a Monte Carlo study

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Bibliographische Detailangaben
Veröffentlicht in:Journal of financial econometrics
Weitere Verfasser: Caporale, Guglielmo Maria (BerichterstatterIn), Ntantamis, Christos (BerichterstatterIn), Pantelidis, Theologos (BerichterstatterIn), Pittis, Nikitas (BerichterstatterIn)
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Sprache:eng
Veröffentlicht: 2005
Schlagworte:
Statistischer Test > ARCH-Modell > Monte-Carlo-Simulation > Aufsatz in Zeitschrift
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