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~isPartOf:"Econometric reviews"
~person:"Amado, Cristina"
~person:"Halunga, Andreea G."
~person:"Han, Ai"
~subject:"Conditional heteroskedasticity"
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Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
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