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ESTIMATION FOR A NONSTATIONARY SEMI-STRONG GARCH(1,1) MODEL WITH HEAVY-TAILED ERRORS
Linton, Oliver, Pan, Jiazhu, Wang, HuiVolume:
26
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466609090598
Date:
February, 2010
File:
PDF, 225 KB
english, 2010