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~isPartOf:"Applied economics"
~isPartOf:"Department of Economics discussion paper series / University of Oxford"
~isPartOf:"Economic modelling"
~subject:"ARCH model"
~type_genre:"Working Paper"
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Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
-
2008
Persistent link: https://www.econbiz.de/10003818469
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Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003464399
Saved in:
3
Stability of nonlinear AR-GARCH models
Meitz, Mika
(
contributor
);
Saikkonen, Pentti
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003464402
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