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for the working paper

Nonstationary ARCH and GARCH with t-distributed Innovations
Rasmus Pedersen and Anders Rahbek
CREATES Research Papers from Department of Economics and Business Economics, Aarhus University
Read abstract and download full text files (if available) at EconPapers

Access Statistics

RePEc statistics are gathered once a month from the participating services. The statistics show abstract views at the RePEc services and file downloads originated from the RePEc services.

Access Statistics for the working paper
Month Downloads Abstract Views 
2015-06166
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Statistics updated 2025-01-04