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Analysis of stochastic volatility sequences generated by product autoregressive models

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Bibliografski detalji
Glavni autor:	Shiji, K
Daljnji autori:	Balakrishna, N; guided by
Format:	Ph.D Thesis
Jezik:	English
Izdano:	Kochi Department of Statistics, CUSAT 2014
Teme:	Time series Financial time series

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