To infinity and beyond: Efficient computation of ARCH(∞) models

DOI10.1111/jtsa.12570zbMath1468.62342OpenAlexW3047470948MaRDI QIDQ4997702

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Publication date: 30 June 2021

Published in: (Search for Journal in Brave)

Full work available at URL: https://pure.au.dk/ws/files/201313478/rp20_13.pdf

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