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Inference on GARCH-MIDAS models without any small-order moment - MaRDI portal

Inference on GARCH-MIDAS models without any small-order moment

From MaRDI portal
Publication:6667299

DOI10.1017/s0266466623000142MaRDI QIDQ6667299

Jean-Michel Zakoian, Christian Francq, Unnamed Author

Publication date: 20 January 2025

Published in: Econometric Theory (Search for Journal in Brave)






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