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Multimodality in the GARCH regression model

Jurgen A. Doornik; Marius Ooms
Year of publication:
09 Oct. 2003 ; [Elektronische Ressource]
Other Persons: Doornik, Jurgen A. (contributor) ; Ooms, Marius (contributor)
Institutions: Nuffield College (contributor)
Publisher: Oxford : Nuffield College
Subject: ARCH-Modell | ARCH model
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