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Analysis of stochastic volatility sequences generated by product autoregressive models

Detalhes bibliográficos
Autor principal:	Shiji, K
Outros Autores:	Balakrishna, N; guided by
Formato:	Ph.D Thesis
Idioma:	English
Publicado em:	Kochi Department of Statistics, CUSAT 2014
Assuntos:	Time series Financial time series

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