Analytical Derivates of the APARCH Model
| Year of publication: |
2004
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|---|---|
| Authors: | Laurent, Sébastien |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 24.2004, 1, p. 51-58
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