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~isPartOf:"Journal of Time Series Analysis"
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Two‐Step Estimation for Time Varying Arch Models
Zhang, Yuanyuan
;
Liu, Rong
;
Shao, Qin
;
Yang, Lijian
- In:
Journal of Time Series Analysis
41
(
2020
)
4
,
pp. 551-570
Persistent link: https://www.econbiz.de/10012192373
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