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Nonstationary linear processes with infinite variance GARCH errors

Rongmao Zhang, Ngai Hang Chan
Year of publication:
2021
Authors: Zhang, Rongmao ; Chan, Ngai Hang
Subject: ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Varianzanalyse | Analysis of variance
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