Inequality constraints in the fractionally integrated GARCH model

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Bibliographische Detailangaben
Veröffentlicht in:Journal of financial econometrics
1. Verfasser: Conrad, Christian A. (VerfasserIn)
Weitere Verfasser: Haag, Berthold R. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2006
Schlagworte:
ARCH-Modell > Schätztheorie > Aufsatz in Zeitschrift
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