Selecting the order of an ARCH model
Year of publication: |
2004
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Authors: | Hughes, Anthony W. ; King, Maxwell L. ; Kwek, Kian Teng |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 83.2004, 2, p. 269
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