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Simulation-Based Exact Tests with Unidentified Nuisance Parameters Under the Null Hypothesis: the Case of Jumps Tests in Models with Conditional Heteroskedasticity. (2000). Khalaf, Lynda ; Saphores, Jean-Daniel ; Bilodeau, Jean-Franois.
In: Cahiers de recherche.
RePEc:lvl:lagrcr:0004.

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