A nonlinear model of asset returns with multiple shocks
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Publication:2697021
DOI10.1515/snde-2017-0064MaRDI QIDQ2697021
Saikat Sarkar, Hannu Kahra, Vance L. Martin
Publication date: 17 April 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2017-0064
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