Weak Convergence and Distributional Assumptions for a General Class of Nonlinear Arch Models
| Year of publication: |
1997
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|---|---|
| Authors: | Fornari, F. ; Mele, A. |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 16.1997, 2, p. 205-228
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