A robust LR test for the GARCH model
Year of publication: |
2005
|
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Authors: | Busch, Thomas |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 88.2005, 3, p. 358-364
|
Subject: | ARCH-Modell | ARCH model | Robustes Verfahren | Robust statistics |
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