Portmanteau test for a class of multivariate asymmetric power GARCH model
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Publication:6134641
DOI10.1111/jtsa.12646MaRDI QIDQ6134641
O. Kadmiri, Bruno Saussereau, Yacouba Boubacar Maïnassara
Publication date: 22 August 2023
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
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