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Testing for GARCH effects: a one-sided approach

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  • Demos, Antonis
  • Sentana, Enrique

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  • Demos, Antonis & Sentana, Enrique, 1998. "Testing for GARCH effects: a one-sided approach," Journal of Econometrics, Elsevier, vol. 86(1), pages 97-127, June.
    • Handle: RePEc:eee:econom:v:86:y:1998:i:1:p:97-127
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