Efficient estimation in semiparametric GARCH models
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| Publication date | 1997 |
| Journal | Journal of Econometrics |
| Volume | Issue number | 81 |
| Pages (from-to) | 193-221 |
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| Document type | Article |
| Published at |
https://doi.org/10.1016/S0304-4076(97)00042-0
(Final published version)
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