## Abstract Recent research investigating the properties of highβfrequency financial data has suggested that the stochastic nonlinearity widely present in such data may be characterized by heterogeneous components in conditional volatility, and nonlinear dependence of threshold autoregressive form
β¦ LIBER β¦
The Secondary Market for Gilts and Semi-Gilts in South Africa
β Scribed by R. M. GIDLOW
- Book ID
- 114936529
- Publisher
- John Wiley and Sons
- Year
- 1979
- Tongue
- English
- Weight
- 61 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0038-2280
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