A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL
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Publication:3632402
DOI10.1017/S0266466608080432zbMath1284.62574MaRDI QIDQ3632402
Publication date: 11 June 2009
Published in: Econometric Theory (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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