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Forecasting Markov-switching dynamic, conditionally heteroscedastic processes

✍ Scribed by James Davidson

Book ID: 108267179
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 239 KB
Volume: 68
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2004.02.004

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