ARCH/GARCH with persistent covariate: Asymptotic theory of MLE
Year of publication: |
2012
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Authors: | Han, Heejoon ; Park, Joon Y. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 167.2012, 1, p. 95-113
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