Cointegration models with non Gaussian GARCH innovations (Q1640655)

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Cointegration models with non Gaussian GARCH innovations
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    Cointegration models with non Gaussian GARCH innovations (English)
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    14 June 2018
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    cointegration
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    Fisher scoring algorithm
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    generalised autoregressive conditional heterosedasticity
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    volatility models
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    bivariate cointegration model
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