Semiparametric ARCH models

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Autoria(s): Gray, S. F.; Ragunathan, V.

Data(s)	01/01/2001
Identificador	http://espace.library.uq.edu.au/view/UQ:96307
Publicador	AAANZ
Palavras-Chave	#GARCH #density estimation #small sample properties #Monte Carlo simulation #EX #350302 Financial Econometrics #729999 Economic issues not elsewhere classified
Tipo	Conference Paper