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A new approach to model and forecast volatility based on extreme value of asset prices

✍ Scribed by Kumar, Dilip; Maheswaran, S.

Book ID: 121820092
Publisher: Elsevier Science
Year: 2014
Tongue: English
Weight: 568 KB
Volume: 33
Category: Article
ISSN: 1059-0560
DOI: 10.1016/j.iref.2014.04.001

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