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Estimation of GARCH process in the presence of structural change

✍ Scribed by Jean-Guy Simonato

Book ID: 116101488
Publisher: Elsevier Science
Year: 1992
Tongue: English
Weight: 277 KB
Volume: 40
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(92)90215-k

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