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Persistence and Kurtosis in GARCH and Stochastic Volatility Models

✍ Scribed by Carnero, M. A.

Book ID: 121437136
Publisher: Oxford University Press
Year: 2004
Tongue: English
Weight: 590 KB
Volume: 2
Category: Article
ISSN: 1479-8409
DOI: 10.1093/jjfinec/nbh012

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