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Inference for the panel ARMA-GARCH model when both $N$ and $T$ are large

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Su, Bing, Zhu, Ke
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Methodology
Accesso online:	Acceder al recurso
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