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"Comparison of specification tests for GARCH models."

Kilani Ghoudi, Bruno N. Rémillard (2014)

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DOI: 10.1016/J.CSDA.2013.03.009

access: closed

type: Journal Article

metadata version: 2021-02-25

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Kilani Ghoudi, Bruno N. Rémillard:
Comparison of specification tests for GARCH models. Comput. Stat. Data Anal. 76: 291-300 (2014)

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