Estimating parameters in autoregressive models with asymmetric innovations
10.1016/j.spl.2004.10.022
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Main Authors: | Wong, W.-K., Bian, G. |
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Other Authors: | ECONOMICS |
Format: | Article |
Published: |
2011
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Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/22375 |
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Institution: | National University of Singapore |
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