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Title: Empirical likelihood test for the application of SWQMELE in fitting an ARMA-GARCH model
Award ID(s):
2012448
PAR ID:
10340873
Author(s) / Creator(s):
; ;
Date Published:
Journal Name:
Journal of time series analysis
Volume:
42
ISSN:
0143-9782
Page Range / eLocation ID:
222-239
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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