A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL

A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL

Tsai, Henghsiu, Chan, Kung-Sik
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Volume:
24
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466608080432
Date:
June, 2008
File:
PDF, 71 KB
english, 2008
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