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Modeling stock markets’ volatility using GARCH models with Normal, Student’stand stable Paretian distributions

✍ Scribed by José Dias Curto; José Castro Pinto; Gonçalo Nuno Tavares


Book ID
106045258
Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
153 KB
Volume
50
Category
Article
ISSN
0932-5026

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