STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS
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Publication:4814249
DOI10.1017/S0266466604201062zbMath1046.62096MaRDI QIDQ4814249
Publication date: 7 September 2004
Published in: Econometric Theory (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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