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Koul, Hira L.; Mimoto, Nao A goodness-of-fit test for GARCH innovation density. (English) Zbl 1241.62067 Metrika 75, No. 1, 127-149 (2012). MSC: 62G10 62M10 62G07 62G20 65C60 × Cite Format Result Cite Review PDF Full Text: DOI