Prediction in dynamic models with time-dependent conditional variances
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Publication:1185107
DOI10.1016/0304-4076(92)90066-ZzbMath0850.62902OpenAlexW1966342924MaRDI QIDQ1185107
Tim Bollerslev, Richard T. Baillie
Publication date: 28 June 1992
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(92)90066-z
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)
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