GARCH-type models with generalized secant hyperbolic innovations
Paola Palmitesta; Corrado Provasi
Year of publication: |
2004
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Authors: | Palmitesta, Paola ; Provasi, Corrado |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 8.2004, 2
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Saved in:
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