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February 1, 1992International Economic Review

A Class of Nonlinear Arch Models

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Authors

MHMatthew HigginsWestern Michigan UniversityABAnil K. BeraUniversity of Illinois Urbana-Champaign

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Higgins et al. (1992) studied this question.

synapsesocial.com/papers/6a127824965b758138670346https://doi.org/10.2307/2526988
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