THE DIFFUSION LIMIT OF A TVP-GQARCH-M(1,1) MODEL
Year of publication: |
2004
|
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Authors: | Arvanitis, Stelios |
Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 20.2004, 01, p. 161-175
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Publisher: |
Cambridge University Press |
Description of contents: | Abstract [journals.cambridge.org] |
Saved in:
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