Bootstrapping Autoregression under Non-stationary...

Bootstrapping Autoregression under Non-stationary Volatility

Ke-Li Xu
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Volume:
11
Year:
2008
Language:
english
Pages:
26
DOI:
10.1111/j.1368-423x.2008.00235.x
File:
PDF, 223 KB
english, 2008
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