Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples
Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples
J.V. Pérez-Rodríguez, J. Andrada-Félix. Computational Statistics, 2013, 28 (2), pp. 701 - 734.
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