Prediction in dynamic models with time-dependent conditional variances (Q1185107)

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Prediction in dynamic models with time-dependent conditional variances
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    title
    Prediction in dynamic models with time-dependent conditional variances (English)
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    author
    Richard T. Baillie
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    Tim Bollerslev
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    publication date
    28 June 1992
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    Identifiers

    zbMATH DE Number
    37674
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