NONLINEARITIES AND GARCH INADEQUACY FOR MODELING STOCK MARKET RETURNS: EMPIRICAL EVIDENCE FROM LATIN AMERICA

E-ISSN： 1469-8056|15|5|713-724

ISSN： 1365-1005

Source： Macroeconomic Dynamics, Vol.15, Iss.5, 2010-10, pp. : 713-724

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