A Modified GARCH Model with Spells of Shocks
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Bibliographic InfoArticle provided by Springer in its journal Asia-Pacific Financial Markets.
Volume (Year): 12 (2005)
Issue (Month): 1 (March)
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Web page: http://springerlink.metapress.com/link.asp?id=102851
stock market; GARCH model; volatility; spells of positive or negative shocks;
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