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A GARCH (1,1) estimator with (almost) no moment conditions on the error term

Bibliographic reference Preminger, Arie ; Storti, Giuseppe. A GARCH (1,1) estimator with (almost) no moment conditions on the error term. CORE Discussion Papers ; 2006/68 (2006)
Permanent URL http://hdl.handle.net/2078.1/4521