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      Generalized autoregressive conditional heteroskedasticity

      Journal of Econometrics

      Elsevier BV

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          Journal
          Journal of Econometrics
          Journal of Econometrics
          Elsevier BV
          03044076
          April 1986
          April 1986
          : 31
          : 3
          : 307-327
          Article
          10.1016/0304-4076(86)90063-1
          © 1986

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