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Stability of random coefficient ARCH models and aggregation schemes

In: Journal of Econometrics, Vol. 120, Nr. 1 (May 2004) , p. 139--158.

URL:	http://www.sciencedirect.com/science/article/B6VC0-4979M06-2/2/2b2f5d9e1bdc0cb710c14923cc372bec

Journal of Econometrics