Three-factor profile analysis with GARCH innovations

Three-factor profile analysis with GARCH innovations

Pui-Lam Leung, Wing-Keung Wong
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Volume:
77
Year:
2008
Language:
english
Pages:
8
DOI:
10.1016/j.matcom.2006.12.011
File:
PDF, 131 KB
english, 2008
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