A Simple Test for GARCH against a Stochastic Volatility Model.
Franses, P. H., M. J. van der Leij, and R. Paap
Journal of Financial Econometrics – 2008
Franses, P. H., M. J. van der Leij, and R. Paap
Journal of Financial Econometrics – 2008
Serti, F. and C. Tomasi
Review of World Economics – 2008
Herrero, C., and R. Martínez
Social Choice and Welfare – 2008
Crudeli, L., S. Mancinelli, and G. Ponti
Rationality and Society – 2008
Camacho, M., G. Pérez-Quiros, and L. Saiz
Journal of Economic Dynamics and Control – 2008
Maliar, L., S. Maliar, and F. Pérez
Review of International Economics – 2008
Herrero, C., and R. Martínez
Social Choice and Welfare – 2008
Collado, M. D., I. Ortuño Ortín, and A. Romeu
Investigaciones Económicas – 2008
Cubí-Molla, P. and C
Fundación BBVA – 2008
Grimm, V., J. Kovarik, and G. Ponti
Experimental Economics – 2008