Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models

Author: Sampaio J.M.   Morettin P.A.  

Publisher: Taylor & Francis Ltd

E-ISSN: 1563-5163|85|13|2702-2717

ISSN: 0094-9655

Source: Journal of Statistical Computation and Simulation, Vol.85, Iss.13, 2015-09, pp. : 2702-2717

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Abstract