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Research Journal of Applied Sciences
Year: 2010 | Volume: 5 | Issue: 2 | Page No.: 108-111
DOI: 10.3923/rjasci.2010.108.111  
Aperformance Ratings of an Autocovariance Base Estimator (ABE) in the Estimation of GARCH Model Parameters When the Normality Assumption is Invalid
Daniel Eni
 
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