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Detecting volatility persistence in GARCH models in the presence of the leverage effect

✍ Scribed by Beg, A. B. M. Rabiul Alam; Anwar, Sajid


Book ID
120411063
Publisher
Taylor and Francis Group
Year
2012
Tongue
English
Weight
186 KB
Volume
14
Category
Article
ISSN
1469-7688

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