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Targeting estimation of CCC-GARCH models with infinite fourth moments - MaRDI portal

Targeting estimation of CCC-GARCH models with infinite fourth moments (Q2801995)

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scientific article; zbMATH DE number 6572678
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Targeting estimation of CCC-GARCH models with infinite fourth moments
scientific article; zbMATH DE number 6572678

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    22 April 2016
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    Targeting estimation of CCC-GARCH models with infinite fourth moments (English)
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