Moving average conditional heteroskedastic processes
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 49 (1995)
Issue (Month): 4 (October)
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Web page: http://www.elsevier.com/locate/ecolet
Other versions of this item:
- Yang, M. & Bewley, R., 1992. "Moving Average Conditional Heterscedastic Processes," Papers 92-23, New South Wales - School of Economics.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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0535, Institute of Social and Economic Research, Osaka University.
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- Marian Vavra, 2013. "Testing for marginal asymmetry of weakly dependent processes," Working and Discussion Papers WP 1/2013, Research Department, National Bank of Slovakia.
- Tim Bollerslev, 2008. "Glossary to ARCH (GARCH)," CREATES Research Papers 2008-49, School of Economics and Management, University of Aarhus.
- M. Angeles Carnero & Daniel Peña & Esther Ruiz, 2001. "Outliers And Conditional Autoregressive Heteroscedasticity In Time Series," Statistics and Econometrics Working Papers ws010704, Universidad Carlos III, Departamento de Estadística y Econometría.
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