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[17] Hagerud, G.E., "Specification Tests for Asymmetric GARCH," Working Paper Series in Economics and Finance, No. 163, Department of Finance, Stockholm School of Economics, 1997. http://netec.mcc.ac.uk/WoPEc/data/Papers/hhshastef0163.html
[18] Hamilton, J.D., Time Series Analysis, Princeton University Press, 1994.
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