"On robust testing for conditional heteroscedasticity in time series models."

Pierre Duchesne (2004)

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DOI: 10.1016/S0167-9473(03)00173-7

access: closed

type: Journal Article

metadata version: 2020-02-18

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Pierre Duchesne:
On robust testing for conditional heteroscedasticity in time series models. Comput. Stat. Data Anal. 46(2): 227-256 (2004)

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