Stability of nonlinear AR-GARCH models
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Publication:3552833
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- scientific article; zbMATH DE number 1239650
Cites work
- scientific article; zbMATH DE number 3172146 (Why is no real title available?)
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Cited in
(33)- Parameter estimation in nonlinear AR-GARCH models
- Regular variation of order 1 nonlinear AR-ARCH models
- ON STATIONARITY OF NONLINEAR AR PROCESSES WITH NONLINEAR ARCH ERRORS
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