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Asymptotic Normality of the QMLE Estimator of ARCH in the Nonstationary Case

✍ Scribed by Søren Tolver Jensen; Anders Rahbek


Book ID
111052366
Publisher
John Wiley and Sons
Year
2004
Tongue
English
Weight
68 KB
Volume
72
Category
Article
ISSN
0012-9682

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