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Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
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2
Stationarity of a family of GARCH processes
Liu, Ji-chun
- In:
The econometrics journal
12
(
2009
)
3
,
pp. 436-446
Persistent link: https://www.econbiz.de/10003948829
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Moments and dynamic structure of a time-varying parameter stochastic volatility in mean model
Dēmos, Antōnēs A.
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 345-357
Persistent link: https://www.econbiz.de/10001713296
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