✦ LIBER ✦
Time-changed GARCH versus the GARJI model for prediction of extreme news events: An empirical study
✍ Scribed by Lie-Jane Kao; Po-Cheng Wu; Cheng-Few Lee
- Book ID
- 113664475
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 539 KB
- Volume
- 21
- Category
- Article
- ISSN
- 1059-0560
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