GARCH(1, 1) processes are near epoch dependent
نویسندگان
چکیده
منابع مشابه
On Spatial Processes and Asymptotic Inference under Near-Epoch Dependence.
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ژورنال
عنوان ژورنال: Economics Letters
سال: 1991
ISSN: 0165-1765
DOI: 10.1016/0165-1765(91)90186-o