Goodness of Fit Tests for GARCH-Copula Models.

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Title: Goodness of Fit Tests for GARCH-Copula Models.
Author: Huynh, Tam Cong
Advisors: Peter Bloomfield, Chair
Soumendra Lahiri, Member
Date: 2014-03-18
Degree: Master of Science
Discipline: Statistics
URI: http://www.lib.ncsu.edu/resolver/1840.16/9438


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