Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity

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Autoria(s): Meitz, Mika; Saikkonen, Pentti

Data(s)	2011
Identificador	http://hdl.handle.net/10138/25871 1795-0562
Idioma(s)	en
Publicador	Helsinki Center of Economic Research
Relação	HECER Discussion Paper No 320
Tipo	Työpaperi