A FUNCTIONAL VERSION OF THE ARCH MODEL

Published 2012 View Full Article

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Title
A FUNCTIONAL VERSION OF THE ARCH MODEL
Authors
Keywords
-
Journal
ECONOMETRIC THEORY
Volume 29, Issue 02, Pages 267-288
Publisher
Cambridge University Press (CUP)
Online
2012-07-31
DOI
10.1017/s0266466612000345
References
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