REIT volatility prediction for skew-GED distribution of the...

REIT volatility prediction for skew-GED distribution of the GARCH model

Yen-Hsien Lee, Tung-Yueh Pai
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Volume:
37
Year:
2010
Language:
english
Pages:
5
DOI:
10.1016/j.eswa.2009.11.044
File:
PDF, 256 KB
english, 2010
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