Generalized autoregressive moving average models with GARCH errors
Year of publication: |
2021
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---|---|
Authors: | Zheng, Tingguo ; Xiao, Han ; Chen, Rong |
Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 43.2021, 1 (15.06.), p. 125-146
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Publisher: |
Wiley |
Saved in:
Online Resource
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