Saddlepoint approximations for the doubly noncentral \(t\) distribution (Q1019921)

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Saddlepoint approximations for the doubly noncentral \(t\) distribution
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    Saddlepoint approximations for the doubly noncentral \(t\) distribution (English)
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    29 May 2009
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    financial econometrics
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    analysis of variance
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    GARCH
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    \(t\)-statistic
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