GARCH processes: structure and estimation
- 期刊名称Bernoulli
- 作者Berkes, Istv'an; Horv'ath, Lajos; Kokoszka, Piotr
- 卷第9卷
- 期第2期
- 印刷ISSN1350-7265
- 文件大小196.19KB
- 发表时间2003-04
- DOI10.3150/bj/1068128975
- 页码201-227
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