STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS

STATIONARITY AND MEMORY OF ARCH([infty infinity]) MODELS

Zaffaroni, Paolo
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Volume:
20
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466604201062
Date:
February, 2004
File:
PDF, 107 KB
english, 2004
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