Extremal Dependence-Based Specification Testing of Time Series
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Publication:6190738
DOI10.1080/07350015.2022.2120483arXiv2108.01910OpenAlexW3188792134MaRDI QIDQ6190738
Publication date: 6 March 2024
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2108.01910
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