Ntantamis, Christos

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Caporale, Guglielmo Maria; Ntantamis, Christos; Pantelidis, Theologos and Pittis, Nikitas (May 2004) The BDS Test as a Test for the Adequacy of a GARCH(1,1) Specification: A Monte Carlo Study. Former Series > Working Paper Series > IHS Economics Series 156

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