Efficient semiparametric garch modeling of financial volatility
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Publication:3223866
DOI10.5705/ss.2009.285OpenAlexW2328382783WikidataQ61865756 ScholiaQ61865756MaRDI QIDQ3223866
Li Wang, Lijian Yang, Qiongxia Song, Cong Feng
Publication date: 8 March 2012
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.5705/ss.2009.285
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