Testing for serial correlation in the presence of stochastic volatility

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Publication:1000525

DOI10.1023/A:1010093608857zbMath1153.91754OpenAlexW1487672867MaRDI QIDQ1000525

Manabu Asai

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010093608857



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