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Asymptotic theory for fractionally integrated asymmetric power ARCH models

✍ Scribed by Kazuhiko Shinki; Zhengjun Zhang

Book ID: 116700908
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 341 KB
Volume: 142
Category: Article
ISSN: 0378-3758
DOI: 10.1016/j.jspi.2012.04.004

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