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GARCH-type Models with Generalized Secant Hyperbolic Innovations
Palmitesta, Paola, Provasi, CorradoVolume:
8
Language:
english
Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.2202/1558-3708.1212
Date:
January, 2004
File:
PDF, 303 KB
english, 2004