Non‐trading day effects in asymmetric conditional and stochastic volatility models (Q3594915)

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Non‐trading day effects in asymmetric conditional and stochastic volatility models
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    title
    Non‐trading day effects in asymmetric conditional and stochastic volatility models (English)
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    author
    Manabu Asai
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    Michael McAleer
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    publication date
    9 August 2007
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    Identifiers

    zbMATH DE Number
    5178397
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