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~institution:"Ekonomiska forskningsinstitutet <Stockholm>"
~subject:"ARCH model"
~type_genre:"Non-commercial literature"
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An application of the analogy between vector ARCH and vector random coefficient autoregressive models
He, Changli
(
contributor
);
Teräsvirta, Timo
(
contributor
)
-
2002
-
[Elektronische Ressource]
).
Inequality
constraints in the univariate GARCHmodel, Journal of Business and Economic Statistics 10:229—235. Wong, H. & Li, W. K …
Persistent link: https://www.econbiz.de/10001714621
Saved in:
2
Evaluating exponential GARCH models
Malmsten, Hans
(
contributor
)
-
2004
-
[Elektronische Ressource], Rev. September 3, 2004
), ‘
Inequality
constraints in the univariate GARCH model’, JournalofBusinessandEconomicStatistics10, 229—235. Pantula, S. G. (1986 …
Persistent link: https://www.econbiz.de/10002199638
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