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