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中国科学院数学与系统科学研究院期刊网
ISSN 0168-9673 CN 11-2041/O1
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Empirical Likelihood for AR-ARCH Models Based on LAD Estimation
Jin-yu Li, Wei Liang, Shu-yuan He
Acta Mathematicae Applicatae Sinica(English Series) . 2012, (
2
): 371 -382 . DOI: 10.1007/s10255-010-0051-9