# Parameter Stability and Semiparametric Inference in Time Varying Auto-Regressive Conditional Heteroscedasticity Models

> Research article (Journal of the Royal Statistical Society Series B (Statistical Methodology), 2016) · cited 23× · AI/ML

**Wikidata**: [openalex:W2556036483](https://www.wikidata.org/wiki/openalex:W2556036483)  
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