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R. Engle, “Autoregressive Conditional Heteroskedasticity with Estimates of theVariance of U.K. Inflation,” Econometrica, Vol. 50, No. 4, 1982, pp. 987-1008.
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R. Engle, “Autoregressive Conditional Heteroskedasticity with Estimates of theVariance of U.K. Inflation,” Econometrica, Vol. 50, No. 4, 1982, pp. 987-1008.
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