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"Analysing the performance of bootstrap neural tests for conditional ..."
Carole Siani, Christian de Peretti (2007)
- Carole Siani, Christian de Peretti:
Analysing the performance of bootstrap neural tests for conditional heteroskedasticity in ARCH-M models. Comput. Stat. Data Anal. 51(5): 2442-2460 (2007)
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