Robust inference in conditionally heteroskedastic autoregressions
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Publication:5860968
DOI10.1080/07474938.2019.1580950zbMath1491.62121OpenAlexW2766845215WikidataQ127636020 ScholiaQ127636020MaRDI QIDQ5860968
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/81979/1/MPRA_paper_81979.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Robustness and adaptive procedures (parametric inference) (62F35)
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Cites Work
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