Time series properties of ARCH processes with persistent covariates
Year of publication: |
2008
|
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Authors: | Han, Heejoon ; Park, Joon Y. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 146.2008, 2, p. 275-292
|
Subject: | ARCH-Modell | ARCH model | Nichtlineare Regression | Nonlinear regression |
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