Yawen Fan

Jiangxi University of Finance and Economics

South Lushan Road

Nanchang, 330013

China

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Empirical Likelihood-Based Tests for Serial Correlation with Possible Infinite Variance

Number of pages: 35 Posted: 28 Sep 2021 Last Revised: 02 Aug 2022
Jiangxi University of Finance and Economics, Jiangxi University of Finance and Economics, Jiangxi University of Finance and Economics, The University of Liverpool and Jiangxi University of Finance and Economics
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Abstract:

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Empirical likelihood, GARCH process, Infinite variance, Serial correlation