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Testing for reduction to random walk in autoregressive conditional heteroskedasticity models

✍ Scribed by Claudia Klüppelberg; Ross A. Maller; Mark Van De Vyver; Derick Wee

Book ID: 108513087
Publisher: John Wiley and Sons
Year: 2002
Tongue: English
Weight: 159 KB
Volume: 5
Category: Article
ISSN: 1368-4221
DOI: 10.1111/1368-423x.t01-1-00090

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