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Author
Brooks, Chris.
Title
Can portmanteau nonlinearity tests serve as a general mis-specification tests? : evidence from symmetric and asymmetric Garch models / by Chris Brooks & Olan T,. Henry
Published
Parkville, Vic. : Dept. of Economics, University of Melbourne, 1999
Copies
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W'PONDS
519.537 Bro/Cpn
AVAILABLE
Description
11 pages ; 30 cm
Series
Research paper, 0819-2642 ; no. 723
Research paper (University of Melbourne. Department of Economics) ; no. 723
Notes
"November 1999"
Bibliography
Includes bibliographical references (pages 8-9)
Subject
Asymptotic efficiencies (Statistics)
Correlation (Statistics)
Author
Henry, Olan.
University of Melbourne. Department of Economics.
ISBN
0734016646
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