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"arches" » "marches", "archer", "searches"
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1
by Fomby, Thomas B.
Published 2006
Emerald
Table of Contents: “...A multivariate heavy-tailed distribution for ARCH/GARCH residuals / Dimitris N. Politis -- A...”
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2
by Fomby, Thomas B.
Published 2003
Elsevier/JAI
Table of Contents: “... -- An examination of the sign and volatility switching arch models under alternative distributional assumptions...”