Estimating variability in the Italian stock market: An ARCH approach
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DOI: 10.1007/BF01011138
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Cited by:
- Schmitt, Christian, 1996. "Option pricing using EGARCH models," ZEW Discussion Papers 96-20, ZEW - Leibniz Centre for European Economic Research.
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Keywords
ARCH; maximum likelihood; variance;All these keywords.
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