Asymptotic Filtering Theory for Univariate ARCH Models
| Year of publication: |
1994
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| Authors: | Nelson, Daniel B. ; Foster, Dean P. |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Verlagsorte], ISSN 0012-9682, ZDB-ID 1798x. - Vol. 62.1994, 1, p. 1-42
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