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Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D.
;
Susmel, Raul
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1993
Persistent link: https://www.econbiz.de/10000877974
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Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D.
- In:
Journal of econometrics
64
(
1994
)
1
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pp. 307-333
Persistent link: https://www.econbiz.de/10001166423
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