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2005
Caporale, Guglielmo Maria and Ntantamis, Christos and Pantelidis, Theologos and Pittis, Nikitas (2005) The BDS test as a test for the adequacy of a GARCH (1, 1) specification: a Monte Carlo study. Journal of Financial Econometrics, 3 (2). pp. 282-309. ISSN 1479-8409. E-ISSN 1479-8417. (doi:https://doi.org/10.1093/jjfinec/nbi010) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) |