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Asymmetric Volatility Models with Structural Breaks

✍ Scribed by Rohan, Neelabh; Ramanathan, T. V.

Book ID: 126883475
Publisher: Taylor and Francis Group
Year: 2012
Tongue: English
Weight: 863 KB
Volume: 41
Category: Article
ISSN: 0361-0918
DOI: 10.1080/03610918.2011.611403

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