G@RCH
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Cited in
(5)- Adaptive hyperbolic asymmetric power ARCH (A-HY-APARCH) model: stability and estimation
- On the order of integration of monthly US ex-ante and ex-post real interest rates: new evidence from over a century of data
- Global loss diversification in the insurance sector
- Forecasting volatility and the risk-return tradeoff: an application on the Fama-French benchmark market return
- Comparing stochastic volatility models through Monte Carlo simulations
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