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A New Robust ARCH Test and YJ-GARCH Model

Authors
Li, HaiqiPark, Sung Yong
Issue Date
2011
Publisher
China Statistical Association
Citation
Statistical Research
Journal Title
Statistical Research
URI
https://scholarworks.bwise.kr/cau/handle/2019.sw.cau/59313
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Park, Sung Yong
경영경제대학 (경제학부(서울))
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