Local Scale Models: State Space Alternative to Integrated GARCH Processes.

Local Scale Models: State Space Alternative to Integrated GARCH Processes.

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Bibliográfalaš dieđut
Váldodahkki:	Shephard, N
Materiálatiipa:	Journal article
Giella:	English
Almmustuhtton:	1994

Geahča maid

Local scale models: state space alternative to integrated GARCH processes
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