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Autoregresive conditional volatility, skewness and kurtosis

✍ Scribed by Ángel León; Gonzalo Rubio; Gregorio Serna

Book ID: 113871511
Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 216 KB
Volume: 45
Category: Article
ISSN: 1062-9769
DOI: 10.1016/j.qref.2004.12.020

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