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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

Location Call no. Vol. Availability
 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