Stylized facts of return series, robust estimates and three...

Stylized facts of return series, robust estimates and three popular models of volatility

Teräsvirta, Timo, Zhao†, Zhenfang
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Volume:
21
Year:
2011
Language:
english
Pages:
28
DOI:
10.1080/09603107.2011.523195
File:
PDF, 6.27 MB
english, 2011
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