LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise
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Publication:2116336
DOI10.1016/j.jeconom.2020.06.011OpenAlexW3107830443MaRDI QIDQ2116336
Shiqing Ling, Yu'an Li, XingFa Zhang, Rong Mao Zhang
Publication date: 16 March 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2020.06.011
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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