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Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations

Cristina Amado and Timo Teräsvirta
Year of publication:
2013
Authors: Amado, Cristina ; Teräsvirta, Timo
Publisher: London : CEA, Cass Business School
Subject: ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis
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