Autoregressive conditionally heteroscedastic models

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ISMS_1984_1648.pdf (712.85 KB)

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1984

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Institute of Statistics mimeo series
1648

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North Carolina State University. Dept. of Statistics

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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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Institute of Statistics Mimeo Series