SSE/EFI Working Paper Series in Economics and Finance, 163, Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI),
1997
Metrics
1 Record Views
Details
Title
Specification Tests for Asymmetric GARCH
Creators - without role
Gustaf E. Hagerud - Stockholm School of Economics, {Historical} Center for Finance
Series
SSE/EFI Working Paper Series in Economics and Finance; 163
Publisher
Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI),