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Chung, Sunah;
Hwang, Sun Young
; Lee, Sung Duck
Article
Issue Date
2022
Citation
KOREAN JOURNAL OF APPLIED STATISTICS, v.35, no.6, pp 755 - 764
Publisher
KOREAN STATISTICAL SOC
1
Discover
Author
Lee, Sung Duck
1
Subject
GARCH
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MODELS
1
power transformation
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quasi-likelihood
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Article
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KOREAN JOURNAL OF APPLIED STATISTICS
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