ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES

Published 2014 View Full Article

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Title
ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES
Authors
Keywords
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Journal
ECONOMETRIC THEORY
Volume 31, Issue 04, Pages 880-890
Publisher
Cambridge University Press (CUP)
Online
2014-11-03
DOI
10.1017/s0266466614000632
References
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