A modified GARCH model with spells of shocks
From MaRDI portal
Publication:853870
DOI10.1007/s10690-006-9011-zzbMath1155.91390OpenAlexW2127895792MaRDI QIDQ853870
Publication date: 17 November 2006
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10252/3331
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Cites Work
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