Moving average conditional heteroskedastic processes

Minxian Yang and Ronald Bewley

Economics Letters, 1995, vol. 49, issue 4, 367-372

Date: 1995
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Working Paper: Moving Average Conditional Heterscedastic Processes (1992)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:49:y:1995:i:4:p:367-372

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