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WHITTLE ESTIMATION OF ARCH MODELS by Liudas Giraitis and Peter M Robin WHITTLE ESTIMATION OF ARCH MODELS by Liudas Giraitis and Peter M Robin

WHITTLE ESTIMATION OF ARCH MODELS by Liudas Giraitis and Peter M Robin - PDF document

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Uploaded On 2016-08-24

WHITTLE ESTIMATION OF ARCH MODELS by Liudas Giraitis and Peter M Robin - PPT Presentation

1 Introduction 2 Main Results 3 Proof of Theorem 22 References List of previous papers in this series The Suntory Centre Suntory and Toyota International Centres for Economics and ID: 455772

Introduction Main Results

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