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Stationary ARCH models: dependence structure and central limit theorem

By Liudas Giraitis, Piotr Kokoszka and Remigijus Leipus
Topics: HB Economic Theory
Publisher: Cambridge University Press
Year: 2000
DOI identifier: 10.1017/S0266466600161018
OAI identifier: oai:eprints.lse.ac.uk:7171
Provided by: LSE Research Online
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