Testing for GARCH effects: a one-sided approach

Antonis Demos and Enrique Sentana

Journal of Econometrics, 1998, vol. 86, issue 1, 97-127

Date: 1998
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Working Paper: Testing for GARCH Effects: A One-Sided Approach (1996)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:86:y:1998:i:1:p:97-127

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