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Time series analysis / Regression analysis / Simultaneous equation methods / Autoregressive conditional heteroskedasticity / Mathematical finance / Heteroscedasticity-consistent standard errors / Robert F. Engle / Heteroscedasticity / Time series / Statistics / Econometrics / Economics


ARCH and MGARCH models Christopher F Baum EC 823: Applied Econometrics Boston College, Spring 2013
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Document Date: 2014-06-05 01:44:36

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