Multistage weighted least squares estimation of ARCH processes in the stable and unstable cases
2012 ◽
Vol 15
(3)
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pp. 241-256
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2011 ◽
Vol 81
(10)
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pp. 1535-1540
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1971 ◽
Vol 18
(2)
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pp. 243-276
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2002 ◽
Vol 23
(14)
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pp. 1695-1703
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2006 ◽
Vol 13
(2)
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pp. 186-203
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2001 ◽
Vol 17
(6)
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pp. 467-469
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