Publication:4409944

zbMath1184.62048MaRDI QIDQ4409944

Christian Gouriéroux, Nizar Touzi, Eric Renault

Publication date: 1 July 2003

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F99: Parametric inference

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