Asymptotically Optimal Smoothing with ARCH Models
| Year of publication: |
1996
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|---|---|
| Authors: | Nelson, Daniel B. |
| 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. 64.1996, 3, p. 561-574
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