Moments and the autocorrelation structure of the exponential GARCH (p,q) process
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| Korporativní autor: | |
| Typ dokumentu: | Kniha |
| Jazyk: | angličtina |
| Rok: |
Stockholm :
Stockholm School of Economics,
2000
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| Edice: | Working paper series in economics and finance;
no. 359; February 2000 |
| Témata: |