Unobserved components in ARCH models: An application to seasonal adjustment
- 1 April 1996
- journal article
- research article
- Published by Wiley in Journal of Forecasting
- Vol. 15 (3) , 175-201
- https://doi.org/10.1002/(sici)1099-131x(199604)15:3<175::aid-for618>3.0.co;2-r
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