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Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects

Bernard, Jean-Thomas; Dufour, Jean-Marie; Genest, Ian; Khalaf, Lynda

Issue Date : 2001-04

Simulation-based finite-sample tests for heteroskedasticity and ARCH effects

Dufour, Jean-Marie; Khalaf, Lynda; Bernard, Jean-Thomas; Genest, Ian

Issue Date : 2001

Showing results 1 to 2 of 2

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