Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (Q2270866)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes |
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Persistence in volatility, conditional kurtosis, and the Taylor property in absolute value GARCH processes (English)
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29 July 2009
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