Fingerprint
Dive into the research topics of 'The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test'. Together they form a unique fingerprint.- Sort by
- Weight
- Alphabetically
The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test
Chris Brooks, Saeed M. Heravi
Research output: Contribution to journal › Article (Academic Journal) › peer-review
31
Citations
(Scopus)