GARCHFLUX—Fluctuations test for GARCH model

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

GARCHFLUX—Fluctuations test for GARCH model

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GARCHFLUX.RPF is an example of the Nyblom fluctuations test (@FLUX procedure) for a GARCH model.

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Last bumped by TomDoan on Tue Aug 13, 2024 8:56 am.
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