Diagnosing Shocks in Time Series
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Publication:4216975
DOI10.2307/2670129zbMath0926.62079OpenAlexW4233039942MaRDI QIDQ4216975
Publication date: 28 November 1999
Full work available at URL: https://doi.org/10.2307/2670129
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Diagnostics, and linear inference and regression (62J20)
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