Can portmanteau nonlinearity tests serve as general mis-specification tests?: Evidence from symmetric and asymmetric GARCH models

Chris Brooks and Ólan Henry

Economics Letters, 2000, vol. 67, issue 3, 245-251

Date: 2000
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Working Paper: Can Portemanteau Nonlinearity Tests Serve as General Mis-Specification Tests? Evidence from Symmetric and Asymmetric GARCH Models (1999)
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