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Pseudo-maximum likelihood estimation of ARCH(infinity) models
File(s)
Author(s)
Robinson, PM
Zaffaroni, P
Type
Journal Article
Version
Published version
Date Issued
2006-06-01
Citation
ANN STAT Vol.( 34 ) No.( 3 ) pp 1049 - 1074
URI
URL
DOI
ISSN
0090-5364
Start Page
1049
End Page
1074
Copyright Statement
© Institute of Mathematical Statistics, 2006
License URL
Source Volume Number
34