Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Journal of Econometrics
سال: 2015
ISSN: 0304-4076
DOI: 10.1016/j.jeconom.2015.03.025