"A robust forward weighted Lagrange multiplier test for conditional ..."

Luigi Grossi, Fabrizio Laurini (2009)

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DOI: 10.1016/J.CSDA.2008.09.018

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type: Journal Article

metadata version: 2020-02-18

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Luigi Grossi, Fabrizio Laurini:
A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity. Comput. Stat. Data Anal. 53(6): 2251-2263 (2009)

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