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Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models - MaRDI portal

Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models

From MaRDI portal
Publication:6115537

DOI10.1016/j.csda.2023.107744MaRDI QIDQ6115537

Muyi Li, Xuqin Wang

Publication date: 13 July 2023

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)






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