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Recursive modelling of symmetric and asymmetric volatility in the presence of extreme observations

✍ Scribed by Hock Guan Ng; Michael McAleer

Book ID: 114174801
Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 591 KB
Volume: 20
Category: Article
ISSN: 0169-2070
DOI: 10.1016/s0169-2070(03)00008-6

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