Local scale models. State space alternative to integraded GARCH processes

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Publication:1318993

DOI10.1016/0304-4076(94)90043-4zbMath0800.62807OpenAlexW1960009795MaRDI QIDQ1318993

Neil Shephard

Publication date: 12 April 1994

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)90043-4




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