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Testing for jumps in the EGARCH process

✍ Scribed by Xiuhong Shi; Masahito Kobayashi

Book ID: 108200414
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 222 KB
Volume: 79
Category: Article
ISSN: 0378-4754
DOI: 10.1016/j.matcom.2008.05.003

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