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On the Invertibility of EGARCH

Authors :
Martinet, D
McAleer, Michael
Econometrics
Publication Year :
2014
Publisher :
Econometric Institute, 2014.

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.narcis........4ede0973835e2a747e5c52eed86fe769

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