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Asymptotic Filtering Theory for Multivariate ARCH Models
by
Nelson, Daniel B.
1994
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Asymptotically Optimal Smoothing with ARCH Models
by
Nelson, Daniel B.
1994
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Asypmtotic Filtering Theory for Univariate Arch Models
by
Nelson, Daniel B.
1994
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Filtering and Forecasting with Misspecified Arch Models II
by
Nelson, Daniel B.
1992
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