Asymptotically Optimal Smoothing with Arch Models

DOI10.2307/2171861zbMath0906.62127OpenAlexW3124952591MaRDI QIDQ4883103

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Publication date: 5 August 1996

Published in: (Search for Journal in Brave)

Full work available at URL: http://www.nber.org/papers/t0161.pdf

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