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scientific article
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scientific article

    Statements

    author
    Cavit Pakel
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    Neil Shephard
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    Kevin Sheppard
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    publication date
    10 February 2011
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    zbMATH Keywords
    ARCH models
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    panel data
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62G07
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    65C60
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    62F10
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    zbMATH DE Number
    5849520
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