PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS
Year of publication: |
2011
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Authors: | Meitz, Mika ; Saikkonen, Pentti |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 27.2011, 6 (14.4.), p. 1236-1279
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Saved in:
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