Pricing of permanent and transitory volatility for U.S. stock returns. A composite GARCH model (Q1327978)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of permanent and transitory volatility for U.S. stock returns. A composite GARCH model |
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Pricing of permanent and transitory volatility for U.S. stock returns. A composite GARCH model (English)
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3 July 1994
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