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Portmanteau test for a class of multivariate asymmetric power GARCH model

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Maïnassara, Yacouba Boubacar, Kadmiri, Othman, Saussereau, Bruno
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Statistics Theory
Accesso online:	Acceder al recurso
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