Browsing All of EconStor by Author Ntantamis, Christos
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Year of Publication | Title | Author(s) |
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2004 | The BDS test as a test for the adequacy of a GARCH (1,1) specification: A Monte Carlo study | Caporale, Guglielmo Maria; Ntantamis, Christos; Pantelidis, Theologos; Pittis, Nikitas |