On the stationary version of the generalized hyperbolic ARCH model
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Publication:995800
DOI10.1007/s10463-006-0052-xzbMath1332.62333OpenAlexW2122626031MaRDI QIDQ995800
Ramsés H. Mena, Stephen G. Walker
Publication date: 10 September 2007
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-006-0052-x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)
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