Bootstrapping the transformed goodness-of-fit test on heavy-tailed GARCH models
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Publication:6115537
DOI10.1016/j.csda.2023.107744MaRDI QIDQ6115537
Publication date: 13 July 2023
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
moment conditionresidual empirical distribution functionrandom weighting bootstrapheavy-tailed GARCH
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