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Volumn 17, Issue 1, 2011, Pages 320-346

Mixing properties of ARCH and time-varying ARCH processes

Author keywords

2 mixing; Absolutely regular ( mixing) ARCH( ); Conditional densities; Strong mixing ( mixing); Time varying ARCH

Indexed keywords


EID: 79951650717     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/10-BEJ270     Document Type: Article
Times cited : (46)

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