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An artificial neural network-GARCH model for international stock return volatility Author info | Abstract | Publisher info | Download info | Related research | Statistics Donaldson, R. Glen
Kamstra, Mark
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Article provided by Elsevier in its journal Journal of Empirical Finance .
Volume (Year): 4 (1997)
Issue (Month): 1 (January)
Pages: 17-46
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Handle: RePEc:eee:empfin:v:4:y:1997:i:1:p:17-46Contact details of provider: Web page: http://www.elsevier.com/locate/jempfin
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