Specification and Testing of Multiplicative Time-Varying...

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Specification and Testing of Multiplicative Time-Varying GARCH Models with Applications

Amado, Cristina, Teräsvirta, Timo
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Language:
english
Journal:
Econometric Reviews
DOI:
10.1080/07474938.2014.977064
Date:
October, 2014
File:
PDF, 2.08 MB
english, 2014
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