Estimation for nearly unit root processes with GARCH errors

Applied Mathematics-A Journal of Chinese Universities 2010 / 09 Vol. 25; Iss. 3

Estimation for nearly unit root processes with GARCH errors

Yu-ze Yuan, Rong-mao Zhang
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Volume:
25
Language:
english
Pages:
10
DOI:
10.1007/s11766-010-2397-4
Date:
September, 2010
File:
PDF, 218 KB
english, 2010
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