Portmanteau Autocorrelation Tests under q-Dependence and...

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Portmanteau Autocorrelation Tests under q-Dependence and Heteroskedasticity

Harris, David, Kew, Hsein
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Year:
2013
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2290487
File:
PDF, 277 KB
english, 2013
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