"Diagnostics for conditional heteroscedasticity models: some simulation ..."

Albert K. Tsui (2004)

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DOI: 10.1016/S0378-4754(03)00125-3

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type: Journal Article

metadata version: 2020-03-04

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Albert K. Tsui:
Diagnostics for conditional heteroscedasticity models: some simulation results. Math. Comput. Simul. 64(1): 113-119 (2004)

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