Autoregressive conditionally heteroscedastic models

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Title: Autoregressive conditionally heteroscedastic models
Author: Pantula, Sastry G.
Publisher: North Carolina State University. Dept. of Statistics
Date: 1984
Series/Report No.: Institute of Statistics mimeo series
1648
URI: http://www.stat.ncsu.edu/information/library/mimeo.archive/ISMS_1984_1648.pdf
http://www.lib.ncsu.edu/resolver/1840.4/8463


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