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A new GARCH model with a deterministic time-varying intercept

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Ahlgren, Niklas, Back, Alexander, Teräsvirta, Timo
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Econometrics
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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