Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (Q295710)
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English | Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root |
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Asymptotic and bootstrap tests for linearity in a TAR-GARCH(1,1) model with a unit root (English)
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13 June 2016
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