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Pricing of permanent and transitory volatility for U.S. stock returns: A composite GARCH model

✍ Scribed by RenéG.J den Hertog

Book ID: 116102084
Publisher: Elsevier Science
Year: 1994
Tongue: English
Weight: 417 KB
Volume: 44
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(94)90115-5

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