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Empirical characteristic function tests for GARCH innovation distribution using multipliers
Jiménez-Gamero, María Dolores, Pardo-Fernández, Juan CarlosVolume:
87
Language:
english
Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2017.1313254
Date:
July, 2017
File:
PDF, 2.13 MB
english, 2017