A long memory model with normal mixture GARCH (Q656952): Difference between revisions

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+Option Valuation with Normal Mixture GARCH Models
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+Kurtosis of GARCH and stochastic volatility models with non-normal innovations
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+Bayesian inference for the mixed conditional heteroskedasticity model
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+THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
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+.1007/S10614-011-9274-Y
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