Inference in Arch and Garch Models with Heavy-Tailed Errors (Q5472959)

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scientific article; zbMATH DE number 5033906
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Inference in Arch and Garch Models with Heavy-Tailed Errors
scientific article; zbMATH DE number 5033906

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    Inference in Arch and Garch Models with Heavy-Tailed Errors (English)
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    19 June 2006
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