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G@RCH 2.2: An Ox Package for Estimating and Forecasting Various ARCH Models

Sébastien Laurent, Jean‐Philippe Peters
DOI: 10.1111/1467-6419.00174
Journal of Economic Surveys

Data up to Jan 2025

Published2002
Citations161
References0
Fields
MathematicsEconomicsEngineeringEconometricsStatisticsAccounting

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