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On the Nonparametric Tests of Univariate GARCH Regression Models

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  • Wasel Shadat

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  • Wasel Shadat, 2011. "On the Nonparametric Tests of Univariate GARCH Regression Models," Economics Discussion Paper Series 1115, Economics, The University of Manchester.
    • Handle: RePEc:man:sespap:1115
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    File URL: http://hummedia.manchester.ac.uk/schools/soss/economics/discussionpapers/EDP-1115.pdf
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