Testing for nonlinearity in mean and volatility for heteroskedastic models (Q960346): Difference between revisions

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+https://doi.org/10.1016/j.matcom.2008.01.044
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+W2049859185
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+Generalized autoregressive conditional heteroscedasticity
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+Testing for threshold autoregression
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+On a Mixture Autoregressive Conditional Heteroscedastic Model
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+Publication:960346