On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (Q1927501)

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On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models
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    On the validity of the Jarque-Bera normality test in conditionally heteroskedastic dynamic regression models (English)
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    1 January 2013
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    skewness
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    kurtosis
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    ARCH
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    moment tests
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