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Asymmetry and long-memory volatility: Some empirical evidence using GARCH
Chin Wen Cheong, Abu Hassan Shaari Mohd Nor, Zaidi IsaVolume:
373
Year:
2007
Language:
english
Pages:
14
DOI:
10.1016/j.physa.2006.05.050
File:
PDF, 301 KB
english, 2007