Πλοήγηση ανά Θέμα / Λέξη-Κλειδί "BDS test"
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Properties of the BDS test under GARCH(1,1) filtering.
(2002-12-01)This study examines the size of the BDS test in the flexible framework that the GARCH(1,1) process provides us in terms of moment, memory and heterogeneity