On the efficiency of a semi‐parametric GARCH model
| Year of publication: |
2011
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|---|---|
| Authors: | Di, Jianing ; Gangopadhyay, Ashis |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 14.2011, 2, p. 257-278
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