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Number of items: 2.

8 October 2013

Chen, Min and Zhu, Ke (2013): Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations.

1 June 2014

Chen, Min and Zhu, Ke (2014): Sign-based specification tests for martingale difference with conditional heteroscedasity.

This list was generated on Fri Oct 23 05:52:02 2020 CEST.
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