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Stationarity and asymptotics of multivariate ARCH time series with an application to robustness of c
Stationarity and asymptotics of multivariate ARCH time series with an application to robustness of c
1994
Ernst Hansen
Anders Rahbek
Keywords:
Asymptotic analysis
Econometrics
Invariance principle
Arch
STAR model
Multivariate statistics
Robustness (computer science)
Markov chain
Statistics
Mathematics
Correction
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