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Restricted normal mixture QMLE for non-stationary TGARCH(1, 1) models

✍ Scribed by Wang, Hui; Pan, JiaZhu

Book ID: 125371806
Publisher: SP Science China Press
Year: 2014
Tongue: English
Weight: 307 KB
Volume: 57
Category: Article
ISSN: 1674-7283
DOI: 10.1007/s11425-014-4815-1

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