Likelihood-Based Estimation of Latent Generalized ARCH Structures
نویسندگان
چکیده
منابع مشابه
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ژورنال
عنوان ژورنال: Econometrica
سال: 2004
ISSN: 0012-9682,1468-0262
DOI: 10.1111/j.1468-0262.2004.00541.x