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Random Coefficient GARCH(1,1) Model With i.i.d. Coefficients

✍ Scribed by A. Klivecka

Book ID: 106451571
Publisher: Springer
Year: 2004
Tongue: English
Weight: 591 KB
Volume: 44
Category: Article
ISSN: 0363-1672
DOI: 10.1007/s10986-005-0015-6

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