Conditional asymmetry in power ARCH\((\infty)\) models (Q2697981)

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Conditional asymmetry in power ARCH\((\infty)\) models
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    Conditional asymmetry in power ARCH\((\infty)\) models (English)
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    14 April 2023
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    quasi maximum likelihood estimation
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    moderate memory
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    testing parameters on boundary
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    recursive design bootstrap
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