Misspecification tests for periodic long memory GARCH models
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Bibliographic InfoArticle provided by Springer in its journal Statistical Methods and Applications.
Volume (Year): 19 (2010)
Issue (Month): 1 (March)
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Web page: http://link.springer.de/link/service/journals/10260/index.htm
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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