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Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples.
Jorge V. Pérez-Rodríguez
Julián Andrada-Félix
Published in:
Comput. Stat. (2013)
Keyphrases
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garch model
least squares
data sets
attribute values
multiscale
data analysis
training set
feature extraction