GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION
- 期刊名称Econometric Theory
- 作者McAleer, Michael; Chan, Felix; Hoti, Suhejla; Lieberman, Offer
- 卷第24卷
- 期第6期
- 印刷ISSN0266-4666
- 电子ISSN1469-4360
- 文件大小260.62KB
- 发表时间2008-12
- DOI10.1017/S0266466608080614
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