Non-negativity conditions for the hyperbolic GARCH model
| Year of publication: |
2010
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|---|---|
| Authors: | Conrad, Christian |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 157.2010, 2, p. 441-458
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