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"ARCHModels.jl: Estimating ARCH Models in Julia."

Simon A. Broda, Marc S. Paolella (2023)

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DOI: 10.18637/JSS.V107.I05

access: open

type: Journal Article

metadata version: 2023-11-12

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Simon A. Broda, Marc S. Paolella:
ARCHModels.jl: Estimating ARCH Models in Julia. J. Stat. Softw. 107(5) (2023)

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