Oracally efficient estimation and testing for an ARCH model with trend

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Publication:5078550

DOI10.1080/03610926.2019.1702696OpenAlexW2995051342MaRDI QIDQ5078550

Huan Gong

Publication date: 23 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1702696






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