000 | 00548nam a2200181Ia 4500 | ||
---|---|---|---|
008 | 100324s9999 xx 000 0 und d | ||
100 | _aLucchetti, Riccardo and Rossi, Eduardo | ||
240 | _aEconometrics Journal (3 Issues per Annualy) | ||
245 | _aArtificial regression testing in the GARCH-in-mean model | ||
246 |
_aJ5710 _f2005 |
||
260 | _c2005 | ||
300 |
_bV. 08 _cIssue. 3 _a306-322 |
||
366 | _b2005 | ||
366 | _bNov | ||
650 | _aEconometrics | ||
653 | _aGARCH;Artifical regression;Largrance multiplier test; | ||
942 | _cJA | ||
999 |
_c42675 _d42675 |