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Non-linear GARCH models for highly persistent volatility

✍ Scribed by Markku Lanne; Pentti Saikkonen

Book ID: 110880008
Publisher: John Wiley and Sons
Year: 2005
Tongue: English
Weight: 398 KB
Volume: 8
Category: Article
ISSN: 1368-4221
DOI: 10.1111/j.1368-423x.2005.00163.x

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