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ARCH models as diffusion approximations

Daniel B. Nelson
Year of publication:
1990
Authors: Nelson, Daniel B.
Published in:
Journal of econometrics. - Amsterdam : North-Holland Publ. Co., ZDB-ID 879665-8. - Vol. 45.1990, 1, p. 7-38
Subject: Ökonometrie | Econometrics | Theorie | Theory
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