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On residual empirical processes of GARCH-SM models: application to conditional symmetry tests

✍ Scribed by Naâmane Laïb; Mohamed Lemdani; Elias Ould-Saïd


Book ID
111040067
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
619 KB
Volume
29
Category
Article
ISSN
0143-9782

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