Stability of nonlinear AR-GARCH models

Stability of nonlinear AR-GARCH models

Mika Meitz, Pentti Saikkonen
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Volume:
29
Year:
2008
Language:
english
Pages:
23
DOI:
10.1111/j.1467-9892.2007.00562.x
File:
PDF, 224 KB
english, 2008
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