R-estimators in GARCH models: asymptotics and applications (Q5083300)

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scientific article; zbMATH DE number 7546421
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R-estimators in GARCH models: asymptotics and applications
scientific article; zbMATH DE number 7546421

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    R-estimators in GARCH models: asymptotics and applications (English)
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    22 June 2022
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    R-estimation
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    empirical process
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    GARCH models
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