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  • Search: subject:"parametric conditional heteroscedasticity models"
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distributional specification test 1 m-testing 1 parametric conditional heteroscedasticity models 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
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LEJEUNE, Bernard 1
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1
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CORE Discussion Papers 1
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RePEc 1
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A diagnostic m-test for distributional specification of parametric conditional heteroscedasticity models for financial data
LEJEUNE, Bernard - Center for Operations Research and Econometrics (CORE), … - 2002
specification of parametric conditional heteroscedasticity models for financial data such as customary student t GARCH model. The …
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005043744
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