ON MIXTURE MEMORY GARCH MODELS

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Publication:5408110

DOI10.1111/jtsa.12037zbMath1306.62201OpenAlexW1581900819MaRDI QIDQ5408110

Wai Keung Li, Guodong Li, Muyi Li

Publication date: 8 April 2014

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

Full work available at URL: https://doi.org/10.1111/jtsa.12037




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