Unobserved component time series models with Arch disturbances
Year of publication: |
1992
|
---|---|
Authors: | Harvey, Andrew ; Ruiz, Esther ; Sentana, Enrique |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 52.1992, 1-2, p. 129-157
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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