Modeling the changing asymmetry of conditional variances (Q1351734)

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Modeling the changing asymmetry of conditional variances
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    title
    Modeling the changing asymmetry of conditional variances (English)
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    author
    Fabio Fornari
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    Antonio Mele
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    publication date
    27 February 1997
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    zbMATH DE Number
    984499
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    zbMATH Keywords
    Asymmetric variance
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    Conditional heteroskedasticity
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