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A Guide to Modern Econometrics
Verbeek, Marno
- In:
Applied Econometrics
8
(
2007
)
4
,
pp. 125-132
Models
of Autoregressive Conditional Heteroscedasticity (ARCH) and their generalizations are widely used in ap …
Persistent link: https://www.econbiz.de/10009366496
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