Lucchetti, Riccardo and Rossi, Eduardo <br/><br/>
Artificial regression testing in the GARCH-in-mean model 
 J5710  2005 

 -  2005 
 - 306-322  V.  08  Issue.   3 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>GARCH;Artifical regression;Largrance multiplier test;