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SPLINE ESTIMATION OF A SEMIPARAMETRIC GARCH MODEL
Article (Web of Science)
International Collaboration
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cited authors
Liu, Rong; Yang, Lijian
authors
Liu, Rong
publication date
August 1, 2016
webpage
Web of Science
published in
ECONOMETRIC THEORY
Journal
Research
category
STATISTICS & PROBABILITY
Category
Additional Document Info
start page
1023
end page
1054
volume
32
issue
4