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A goodness-of-fit test for GARCH innovation density

✍ Scribed by Hira L. Koul; Nao Mimoto

Publisher: Springer
Year: 2010
Tongue: English
Weight: 281 KB
Volume: 75
Category: Article
ISSN: 0026-1335
DOI: 10.1007/s00184-010-0318-4

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