Time series properties of ARCH processes with persistent covariates
10.1016/j.jeconom.2008.08.016
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| Main Authors: | , |
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| Other Authors: | |
| Format: | Article |
| Published: |
2011
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| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/22408 |
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| Institution: | National University of Singapore |