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A Family of Markov-Switching Garch Processes

✍ Scribed by Ji-Chun Liu

Book ID: 115225881
Publisher: John Wiley and Sons
Year: 2012
Tongue: English
Weight: 323 KB
Volume: 33
Category: Article
ISSN: 0143-9782
DOI: 10.1111/j.1467-9892.2012.00804.x

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