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J. Allal, M. Benmoumen       Parameter estimation for ARCH(1) models based on Kalman filter       Applied Mathematical Sciences, Vol. 8, 2014, no. 56, 2783-2791
      http://dx.doi.org/10.12988/ams.2014.43164
Copyright © 2014 J. Allal and M. Benmoumen. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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