All in the family Nesting symmetric and asymmetric GARCH models
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 39 (1995)
Issue (Month): 1 (September)
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Web page: http://www.elsevier.com/locate/inca/505576
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This item has more than 25 citations. To prevent cluttering this page, these citations are listed on a separate page. reading lists or Wikipedia pages:
- Autoregressive conditional heteroskedasticity in Wikipedia (English)
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