A hybrid joint moment ratio test for financial time series

Casper de Vries, PA (Patrick) Groenendijk, A (André) Lucas

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages42
EditionTinbergen Institute Discussion Paper 98-104/2
Publication statusPublished - 1998

Publication series

SeriesTinbergen Institute Discussion Paper
Volume98-104/2

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