Small Sample Estimation Bias in GARCH Models with Any Number of Exogenous Variables in the Mean Equation
| Year of publication: |
2011
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|---|---|
| Authors: | Iglesias, Emma ; Phillips, Garry |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 30.2011, 3, p. 303-337
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