Testing the equality of error distributions from k independent GARCH models

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Bibliographic Details
Published in:	arXiv.org (Dec 4, 2008), p. n/a
Main Author:	Chandra, Ajay
Published:	Cornell University Library, arXiv.org
Subjects:	Monte Carlo simulation Stochastic models Regression analysis Economic models Statistical methods Null hypothesis Asymptotic properties Autoregressive models Stock exchanges Statistical tests Distribution functions Computer simulation
Online Access:	Citation/Abstract Full text outside of ProQuest
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