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Likelihood-based estimation of latent generalised ARCH stru.. 

Working papers / Instituto Valenciano de Investigaciones Económicas, Serie AD ; 2003,06
Fiorentini, Gabriele ; Sentana, Enrique ; Shephard, Neil G. - [Elektronische Ressource], 1. ed . , Febr. 2003
Link: http://www.ivie.es/downloads/docs/wpasad/wpasad-2003-0..