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Title | Author(s) | Issue Date | Views | |
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Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations Journal:Journal of Econometrics | 2015 | 55 |
Title | Author(s) | Issue Date | Views | |
---|---|---|---|---|
Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations Journal:Journal of Econometrics | 2015 | 55 |