Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples (Q2255852)

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Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples
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    Estimating critical values for testing the i.i.d. in standardized residuals from GARCH models in finite samples (English)
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    18 February 2015
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    BDS test
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    bootstrap
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    response surface
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    artificial neural network (ANN)
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