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Robust Generalized Empirical Likelihood for heavy tailed autoregressions with conditionally heteroscedastic errors
Hill, Jonathan B.Volume:
135
Language:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2014.12.008
Date:
March, 2015
File:
PDF, 726 KB
english, 2015