Specification and Testing of Multiplicative Time-Varying Garch Models with Applications

AuthID
 P-00M-JFC
2
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Document Type
Article
Year published
2017
Published
in ECONOMETRIC REVIEWS, ISSN: 0747-4938
Volume: 36, Issue: 4, Pages: 421-446 (26)
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Wos: WOS:000395174600002
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ISSN: 0747-4938
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