Weighted empirical likelihood inferences for a class of varying coefficient ARCH-M models (Q5012332): Difference between revisions

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+https://doi.org/10.1080/10485252.2021.1898608
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+W3136525468
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@@ Property / cites work @@
+EMPIRICAL LIKELIHOOD FOR GARCH MODELS
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+Semiparametric inference in a GARCH-in-mean model
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