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~isPartOf:"Journal of applied econometrics"
~person:"Dufour, Jean-Marie"
~person:"Fiorentini, Gabriele"
~subject:"ARCH-Modell"
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Multivariate residual-based finite-sample tests for serial depenedence and ARCH effects with applications to asset pricing models
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Beaulieu, Marie-Claude
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10008667604
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