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Power transformation and threshold modeling for ARCH innovations with applications to tests for ARCH structure

✍ Scribed by S.Y Hwang; Tae Yoon Kim

Book ID: 108265753
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 317 KB
Volume: 110
Category: Article
ISSN: 0304-4149
DOI: 10.1016/j.spa.2003.11.001

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