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ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
Abramson, Ari
;
Cohen, Israel
;
Alexander, C.
;
Lazar, E.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 485-500
Persistent link: https://www.econbiz.de/10007718227
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