Original language | English |
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Journal | Econometric Theory |
Volume | 32 |
Issue number | 02 |
Pages (from-to) | 498-531 |
ISSN | 0266-4666 |
DOIs | |
Publication status | Published - Apr 2016 |
Targeting estimation of CCC-GARCH models with infinite fourth moments
Research output: Contribution to journal › Journal article › Research › peer-review