✦ LIBER ✦
Properties of the Autocorrelation Function of Squared Observations for Second-order Garch Processes Under Two Sets of Parameter Constraints
✍ Scribed by Changli He; Timo Terasvirta
- Book ID
- 108549358
- Publisher
- John Wiley and Sons
- Year
- 1999
- Tongue
- English
- Weight
- 156 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0143-9782
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