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Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie; Khalaf, Lynda; Bernard, Jean-Thomas; Genest, Ian
Issue Date : 2001

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects
Bernard, Jean-Thomas; Dufour, Jean-Marie; Genest, Ian; Khalaf, Lynda
Issue Date : 2001-04

Showing results 1 to 2 of 2

 

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