Two‐Step Estimation for Time Varying Arch Models

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Publication:5121011

DOI10.1111/jtsa.12522zbMath1450.62037OpenAlexW3004646247MaRDI QIDQ5121011

Yuanyuan Zhang, Rong Liu, Qin Shao

Publication date: 16 September 2020

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12522




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