GARCH processes: structure and estimation
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Publication:1395935
DOI10.3150/BJ/1068128975zbMath1064.62094OpenAlexW1974747673MaRDI QIDQ1395935
Lajos Horváth, István Berkes, Piotr S. Kokoszka
Publication date: 2003
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bj/1068128975
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