Evaluating GARCH models
Year of publication: |
2002
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Authors: | Lundbergh, Stefan ; Teräsvirta, Timo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 110.2002, 2, p. 417-436
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