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Bootstrapping Stationary ARMA-GARCH Models [electronic resource] / by Kenichi Shimizu.

By: Shimizu, Kenichi.
Contributor(s): SpringerLink (Online service).
Material type: materialTypeLabelBookPublisher: Wiesbaden : Vieweg+Teubner, 2010Description: digital.ISBN: 9783834897787.Subject(s): Mathematics | Mathematics | Mathematics, generalDDC classification: 510 Online resources: Click here to access online In: Springer eBooks
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