On dynamics of volatilities in nonstationary GARCH models
β Scribed by Li, Dong; Li, Muyi; Wu, Wuqing
- Book ID
- 125818586
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 357 KB
- Volume
- 94
- Category
- Article
- ISSN
- 0167-7152
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