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Local Scale Models: State Space Alternative to Integrated GARCH Processes.

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Authors


Neil Shephard More by this author
Journal:
Journal of Econometrics
Volume:
60
Publication date:
1994
URN:
uuid:aa8d3f17-21b9-4c2d-958c-873a79fb63f9
Local pid:
oai:economics.ouls.ox.ac.uk:10923
Language:
English

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