PARAMETER ESTIMATION IN NONLINEAR AR–GARCH MODELS

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Publication:3108567

DOI10.1017/S0266466611000041zbMath1228.62112OpenAlexW3125787354MaRDI QIDQ3108567

Pentti Saikkonen, Mika Meitz

Publication date: 4 January 2012

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466611000041




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