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balanced treatment between theory and practice, as well as to showcase how accuracy and efficiency in implementing various … methods can be used as indispensable tools in assessing volatility rates. Unique to the book is in-depth coverage of GARCH …
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This volume, edited by Jeffrey Racine, Liangjun Su, and Aman Ullah, contains the latest research on nonparametric and semiparametric econometrics and statistics. Chapters by leading international econometricians and statisticians highlight the interface between econometrics and statistical...
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