Asymptotically Optimal Smoothing with Arch Models
- 期刊名称Econometrica
- 作者Nelson, Daniel B.
- 卷第64卷
- 期第3期
- 印刷ISSN0012-9682
- 文件大小407.28KB
- 发表时间1996-05
- DOI10.2307/2171861
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