Noncausal AR processes driven by causal GARCH volatility
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Start: Monday, 13 April 12:45
End: Monday, 13 April 14:00 - Edificio López Aranguren, Getafe Aula 15.1.39.
Jean-Michel Zakoian (CREST-U.Lille).
Departamento de Economía.
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Jean-Michel Zakoian (CREST-U.Lille).
Departamento de Economía.