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Mixed portmanteau test for ARMA-GARCH models /

Includes bibliographical references (p. 29-30).

Identiferoai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/492633977
Date January 2009
CreatorsSze, Mei Ki.
Source SetsOCLC
LanguageEnglish
Detected LanguageEnglish
SourceView abstract or full-text.

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