𝔖 Bobbio Scriptorium
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BAYESIAN ANALYSIS OF GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY AND STOCHASTIC VOLATILITY: MODELING LEVERAGE, JUMPS AND HEAVY-TAILS FOR FINANCIAL TIME SERIES

✍ Scribed by JOUCHI NAKAJIMA


Book ID
111102576
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
625 KB
Volume
63
Category
Article
ISSN
1352-4739

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