Financial applications of ARMA models with GARCH errors

Financial applications of ARMA models with GARCH errors

Ghahramani, M., Thavaneswaran, A.
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Volume:
7
Language:
english
Journal:
The Journal of Risk Finance
DOI:
10.1108/15265940610712678
Date:
October, 2006
File:
PDF, 216 KB
english, 2006
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