Prediction in ARMA Models with GARCH in Mean Effects
- 作者Menelaos Karanasos
- 卷第22卷
- 期第5期
- 印刷ISSN0143-9782
- 电子ISSN1467-9892
- 文件大小238.06KB
- 发表时间2001
- DOI10.1111/1467-9892.00241
- 页码555-576
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