GARCH, jumps and permanent and transitory components of volatility: the case of the Taiwan exchange rate (Q706644)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GARCH, jumps and permanent and transitory components of volatility: the case of the Taiwan exchange rate |
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GARCH, jumps and permanent and transitory components of volatility: the case of the Taiwan exchange rate (English)
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9 February 2005
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Component model in volatiltiy
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GARCH
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Jump
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