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Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH(
p
p
p
,
q
q
q
) processes
Social Science Research Network (SSRN), 2019
21 June 2019
M. Brautigam
Marie Kratz
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"Bivariate FCLT for the Sample Quantile and Measures of Dispersion for Augmented GARCH($p$,$q$) processes"
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